Hi,

I wrote this small library:
https://github.com/PatWie/CppNumericalSolvers

I wonder, if it would be useful to include this directly in Eigen.

Hi,

interesting project. I guess that this well fit the scope of Eigen, expect for the MatLab interface. Do you have any idea about how it compares in terms of robustness and performance compared to state-of-the-art implementations?