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DirectXMath
DirectXMath is an all inline SIMD C++ linear algebra library for use in games and graphics apps
I never really used GLM, but Eigen was substantially slower than DirectXMath https://github.com/microsoft/DirectXMath for these things. Despite the name, 99% of that library is OS agnostic, only a few small pieces (like projection matrix formula) are specific to Direct3D. When enabled with corresponding macros, inline functions from that library normally compile into pretty efficient manually vectorized SSE, AVX or NEON code.
The only major issue, DirectXMath doesn’t support FP64 precision.
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Slightly tooting my own horn here; In case anyone is interested in a (trivial) comparison between them I have a tiny example project implemented both with Eigen and Arma (And Fortran and Python/numpy and Julia, FWIW): https://gitlab.com/jabl/tb
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I wonder how Eigen compares to xtensor, which was inspired by Numpy and has support for views, slicing, and broadcasting?
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glm is also good for 3d math. It mimics the API of OpenGL shaders, so it's a good option if you already know (or are interested in learning) how to write shaders.
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