[Numpy-discussion] Assembly optimized numerical packages?

[Hung Jung Lu]

Hi,

This is a tangential topic.

Can someone give me pointers where to find
freeware/shareware/commercial packages for linear
algebra and probability calculations (e.g: Cholesky
decomposition, eigenvalue & eigenvectors in
diagonalization, interpolation, normal distribution,
beta distribution, inverse cumulative normal function,
etc.), and such that it uses assembly level
optimization (I need highspeed, but on mundane Pentium
3 or Pentium 4 machines) and can be used in Windows
platform and from Microsoft's Visual C++?

I know mtxvec from www.dewresearch.com does something
along these lines, but it seems like they are aiming
for specific dev platforms (CBuilder and Delphi).

thanks!

Hung Jung


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