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I need to solve a system of linear equations in my program. Is there a simple linear algebra library for C++, preferably comprised of no more than a few headers? I've been looking for nearly an hour, and all the ones I found require messing around with Linux, compiling DLLs in MinGW, etc. etc. etc. (I'm using Visual Studio 2008.)
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A system of linear equations has no solution when the graphs are parallel.
Some of the examples of linear equations are 2x – 3 = 0, 2y = 8, m + 1 = 0, x/2 = 3, x + y = 2, 3x – y + z = 3. In this article, we are going to discuss the definition of linear equations, standard form for linear equation in one variable, two variables, three variables and their examples with complete explanation.
The solution to a system of linear equations is the point which lies on both lines. In other words, the solution is the point where the two lines intersect.
I think Eigen is what you're looking for.
http://eigen.tuxfamily.org/index.php?title=Main_Page
It is a headers only library and compiles on many compilers. It even uses exotic assembly for faster math.
This is the page that shows off the linear solver api.
http://eigen.tuxfamily.org/dox-2.0/TutorialAdvancedLinearAlgebra.html
It has a few solvers with a simple api.
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Boost has some basic linear algebra stuff.
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