The Gmp Eigen Matrix (GEM) library brings high precision matrices to matlab -- both dense and sparse matrices.
A number of matlab functions are also overloaded to work natively in high precision. This currently includes basic matrix algebra, various simple functions like min/max, ..., eigenvalue decomposition, singular values and basic linear system solving.
This library makes it easy for anyone familiar with matlab to perform simple high precision computations.
Binaries are available on the github page : https://github.com/jdbancal/gem/releases
Update for Yalmip version R20180209 (https://yalmip.github.io/R20180209)
Major release. Includes numerous improvements, and a first experimental build for Mac OS X.
Fixed missing dll library for the Windows binary. Thanks to Cai Yu for reporting the issue and helping fixing it!
Added Windows binaries
Linked with the github page