C++ library includes pseudo-inverse of a matrix?

Question

I'm looking for a C++ library that includes pinv (pseudo inverse matrix operation in MATLAB). I tried to use Armadillo but it lacks of Multi-threaded debug DLL(/MDd), but I need that type of lib for my project . check this.

I would be happy if you can share that version of lib or propose an alternative and lightweight library.

Answer 1

You can use cv::invert function of OpenCV to calculate pseudo-inverse of a matrix.

The library is multi threaded, and uses Intel Thread Building Blocks to accelerate processing.

Answer 2

Armadillo will happily use multi-threaded LAPACK libraries. Instead of using standard LAPACK, it's simply a matter of linking with a version of LAPACK that has multi-threading. For example, Intel's Math Kernel Library (MKL).