ViennaCL is a free open-source linear algebra library for computations on many-core architectures (GPUs, MIC) and multi-core CPUs. The library is written in C++ and supports CUDA, OpenCL, and OpenMP.
PReconditioned Iterative MultiMethod Eigensolver (PRIMME) finds a number of eigenvalues and their corresponding eigenvectors of a real symmetric, or Hermitian matrix. Also singular values and vectors can be computed. Largest, smallest and interior eigenvalues and singular values are supported.
... [More] Preconditioning can be used to accelerate convergence. PRIMME is written in C99, but complete interfaces are provided for Fortran 77, MATLAB/Octave and Python. [Less]
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