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Apr 4, 2023 at 11:30 comment added allo I think you already gave the answer. Either you get the raw pointers from Eigen using .data and use them with the library or you write an Eigen compatible wrapper for the librar, which probably does the same under the hood but allows you to use a more comfortable API in your programs.
Mar 17, 2023 at 12:32 comment added KeynesCoeFen Thank you @LutzLehmann and the wrapper thing is definitely a possibility.
Mar 17, 2023 at 12:32 history edited KeynesCoeFen CC BY-SA 4.0
I made the problem more specific.
Mar 16, 2023 at 7:42 comment added Lutz Lehmann You should name-drop that you are interested in high-dimensional quadrature or monte-carlo methods of integration. Otherwise integration of differential equations is included in the topic.
Mar 15, 2023 at 13:25 comment added Boba Fit Not familiar with Eigen. Can it not use plain-C arrays? If you had to, perhaps you could write some simple wrappers.
S Mar 14, 2023 at 12:51 review First questions
Mar 28, 2023 at 12:51
S Mar 14, 2023 at 12:51 history asked KeynesCoeFen CC BY-SA 4.0