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Eigen/Dense

BLAS Function P1673 Function Description
DSCAL scale Multiplication of a vector v by a scalar α
DCOPY copy Copy a vector to another vector
DAXPY add Calculates αx + y, vectors x & y, scalar α
DDOT dot Dot (inner) product of two vectors
DNRM2 vector_norm2 Euclidean norm of a vector
DGEMV matrix_vector_product Calculates αAx + βy, matrix A, vector y, scalars α & β
DSYMV symmetric_matrix_vector_product Same as matrix_vector_product but where A is symmetric
DGEMM matrix_product Calculates αAB + βC, for matrices A, B, & C, and scalars α & β
#include <algorithm>
#include <random>
// ... other Eigen includes
VectorXd u{12};
std::mt19937 rng{std::random_device{}()};
std::uniform_real_distribution<> dist{-1, 1};
std::generate(u.data(), u.data() + u.size(), [&]() { return dist(rng); });
std::student_t_distribution<> tdist{5};
std::generate(u.data(), u.data() + u.size(), [&]() { return tdist(rng); });
auto u2 = u.array().abs();
std::cout << u2.transpose() << std::endl;
auto max_u = std::max_element(u2.begin(), u2.end() + u2.size());
std::cout << "Max: " << *max_u << std::endl;
u2 = u2.unaryExpr([](double x) { return x * x; });
// std::experimental::linalg::matrix_vector_product
// std::experimental::linalg::dot