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Armadillo is a fast, template based, C++ matrix library with optional interface to LAPACK and ATLAS libraries, including high-performance versions such as Intel MKL, AMD ACML and OpenBLAS. Integer, floating point and complex numbers are supported, as well as disk storage and a subset of trigonometric and statistics functions. Armadillo has an easy to use syntax, deliberately similar to Matlab. For more details, see http://arma.sourceforge.net917 weekly downloads
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