Requirements:

• a C++14 compiler - currently tested against recent versions of GCC and Clang
• BLAS/LAPACK library is required for generation of symmetric positive-definite and orthogonal matrices. currently tested against OpenBLAS and IntelMKL

Supported libraries:

• Eigen3 - tested with 3.3.1
• Blaze - tested with 3.0
• Armadillo - tested with 7.5

Supported matrix shapes: full, symmetric, upper/lower triangular (non-square as well), diagonal, banded (partial support)

Support matrix properties: random, constant, symmetric positive-definite, orthogonal

An example of configuring project with support for Blaze and Armadillo libraries:

cmake -DCMAKE_PREFIX_PATH="ARMADILLO_PATH;EIGEN_PATH;BLAZE_PATH" -DWITH_BLAZE=On -DWITH_ARMADILLO=On -DWITH_LAPACK=On