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KyloRen

A good link detailing various open-source libraries which help in linear algebra and especially sparse: http://www.netlib.org/utk/people/JackDongarra/la-sw.html

And there is also NVIDIA's cuSPARSE: https://developer.nvidia.com/cusparse

keenan

Another library that's become very popular (basically because it's header-only and hence extremely easy to install) is Eigen.

We're also starting to see sparse linear algebra in JavaScript, though performance is not yet quite good enough to do heavy graphics stuff.