pgeigen is a PostgreSQL extension that uses the Eigen C++ template library to introduce new data types and functions suitable for linear algebra.
pgeigen requires PostgreSQL 9.1+ including development header files (normally
postgresql-server-dev package or similar) as well as the Eigen header files in
version 3+. The $EIGEN environment variable has to be set to the path
that contains the Eigen header files, e.g. /usr/local/include/Eigen.
The source code for pgeigen can be obtained by either downloading a source package from the Bitbucket repository or by cloning it with:
$ hg clone https://bitbucket.org/blundell/pgeigen
The extension can be built and installed with:
$ make $ sudo make install
This will build and install the shared library in the PostgreSQL server library directory. The extension can then be installed in the server by executing the following commands in PostgreSQL (e.g. psql or GUI tool):
$ CREATE EXTENSION eigen;
pgeigen is released under the MIT License.