Armadillo
fast C++ library for linear algebra & scientific computing
* Fast C++ library for linear algebra (matrix maths) and scientific computing
* Easy to use functions and syntax, deliberately similar to Matlab / Octave
* Uses template meta-programming techniques to increase efficiency
* Provides user-friendly wrappers for OpenBLAS, Intel MKL, LAPACK, ATLAS, ARPACK, SuperLU and FFTW libraries
* Useful for machine learning, pattern recognition, signal processing, bioinformatics, statistics, finance, etc.
* Downloads: http://arma.sourceforge.net...