A suitable library for Linear Algebra support can be found at http://math.nist.gov/tnt/. It is still maintained as it has been updated recently.
For everyone that is too bored or annoyed by what he is doing at the moment, why don't you grab yourself a feature request and tackle this #$%#@. :)
The well reputed computer science engineer nichdiemama joined the Bayesline developer crowd. As he is famous for his coding skills and analytical capabilities we're all very glad he made this step. Thank you, nichdiemama!