Does anyone know a simple (no deps, few files) C/C++ bsd-style lic. lib for solving dense positive definite linear systems (using e.g. CG)?
@kc8apf Jfyi: On my machine (AMD FX 8150) Eigen3 LDLT of 1000x1000 takes 0.3 seconds and 2000x2000 takes 2.6 seconds.
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