Which is better for linear algebra: Armadillo or Eigen?

I'm trying to decide between Armadillo and Eigen for my linear algebra project. Which one is better?

Both Armadillo and Eigen are excellent C++ libraries for linear algebra, but they have different strengths. Armadillo is known for its ease of use and integration with LAPACK, while Eigen is highly optimized for performance and has a more extensive feature set.

What are the main differences in performance between the two?

In general, Eigen tends to outperform Armadillo in terms of speed for large matrix operations due to its template-based design. However, Armadillo can be faster for smaller matrices and is often easier to use for beginners.

Can you give me an example of a simple operation in both libraries?

Sure! In Armadillo, you might write mat A = randu<mat>(4,4); to create a 4x4 matrix. In Eigen, it would look like Eigen::MatrixXd A = Eigen::MatrixXd::Random(4, 4);.

Which library has better documentation?

Both libraries have good documentation, but many users find Armadillo's documentation to be more user-friendly and easier to navigate, especially for beginners.