Armadillo is a streamlined C++ linear algebra library (matrix maths) aiming towards a good balance between speed and ease of use. It is based on recursive templates. Integer, floating point and complex numbers are supported, as well as a subset of trigonometric and statistics functions. Optional integration with LAPACK and ATLAS libraries is also provided.
This library is useful if C++ has been decided as the language of choice (due to speed and/or integration capabilities), rather than another language like Matlab ® or Octave. It is distributed under a license that is useful in both open-source and commercial contexts.