I already know how to multiply two matrices with alglib, using rmatrixgemm
(see this question).
Is there a way to compute a linear combination of two matrices without using this function, setting B
to the identity ? It wouldn't be very efficient.
Alglib provides tons of complex algorithms but I can't find such a basic function.
The manual is here.
Why don't you try using another library that was created for the purpose of matrix math such as MTL4?
http://www.simunova.com/en/node/24
Manual - http://www.simunova.com/node/148