[eigen] Matrix IO

[Kolja Brix <brix@xxxxxxxxxxxxxxxxxxx>]

Dear Eigen enthusiasts,

currently I am looking for matrix IO, in particular matrix IO from and
to files.

Up to now, I know about the following solutions:

* In eigen/unsupported/Eigen/src/SparseExtra there is MarketIO.h, which
loads sparse matrices from and saves them to files in Matrix Market
format, which is an ASCII format.

* There is an extension of Eigen, which saves Eigen matrices to HDF5
format <http://www.hdfgroup.org/HDF5/> and reads them back in, both
using the HDF5 library and a C++ wrapper. The code can be found on
<https://github.com/garrison/eigen3-hdf5>.
The advantage of the HDF5 format is that it handles different byte order
on different systems and can store and handle multiple matrices in a
single file. Unfortunately, the implementation currently needs C++11,
while the author claims that it is easy to make
the code compatible with C++98.


So in the first case, there is neither support for binary IO nor for
dense matrices. In the second case, an extra library is needed and
currently C++98 is not supported.

Is there another, maybe more native solution? If not, can we come up
with a simple but efficient solution? What should the API look like?

--
Best regards!

   Kolja