Eigen is a high-level C++ library of template headers for linear algebra, matrix and vector operations, numerical solvers and related algorithms. Eigen is an open source library licensed under MPL2 starting from version 3.1.1. Earlier versions were licensed under LGPL3+. Eigen is often noted for its elegant API, versatile fixed and dynamic matrix capabilities and a range of dense and sparse solvers. To achieve high performance, Eigen utilizes explicit vectorization for the SSE 2/3/4, ARM NEON, and AltiVec instruction sets. … Eigen google