See ./ceigen_lite.h for a list of available functions.
The argument pattern is similar to BLAS/LAPACK: the first few arguments correspond to the size of the vectors/matrices, the vector/matrices themselves are passed in as C pointers. Some functions also take a layout argument, which should be the character 'R' or 'r' if the pointer denotes a matrix with a row major layout, and should be the character 'C' or 'c' if the pointer denotes a column major layout.
As of this writing, Eigen version 3.4 is included, licensed under MPL2.
This repository also packs the EigenRand, licensed under MIT, and it was in fact the primary motivation for this project. EigenRand offers several sampling functions optimized using SIMD. These include sampling from a gaussian/normal distribution, beta distribution, chi-squared, and several others.
Run bash make.sh in the current directory to build the libceigen_lite.so shared library.