A great flexible easy to use C++ library that is intended for scientists and engineers. The library supports the following matrix types: Matrix (rectangular matrix), UpperTriangularMatrix, LowerTriangularMatrix, DiagonalMatrix, SymmetricMatrix, BandMatrix, UpperBandMatrix, LowerBandMatrix, SymmetricBandMatrix, IdentityMatrix, RowVector, ColumnVector. It also solves the least squares, linear equation solve, and eigenvalue problems.