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InfluxDB
Power Real-Time Data Analytics at Scale. Get real-time insights from all types of time series data with InfluxDB. Ingest, query, and analyze billions of data points in real-time with unbounded cardinality.
It depends on what you want to do with it. If you just need matrix addition, multiplication, solving linear systems, etc. you can use https://github.com/tttapa/Linear-Algebra/tree/arduino. It doesn't compute eigen or singular value decompositions, though.
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