Armadillo is a C++ linear algebra library (matrix maths) aiming towards
a good balance between speed and ease of use. The syntax is deliberately
similar to Matlab.

Integer, floating point and complex numbers are supported, as well as a
subset of trigonometric and statistics functions. Various matrix
decompositions are provided through optional integration with LAPACK, or
one of its high performance drop-in replacements (such as the
multi-threaded MKL or ACML libraries).

A delayed evaluation approach is employed (at compile-time) to combine
several operations into one and reduce (or eliminate) the need for
temporaries. This is accomplished through recursive templates and
template meta-programming.

Useful for conversion of research code into production environments, or
if C++ has been decided as the language of choice, due to speed and/or
integration capabilities.

WWW: http://arma.sourceforge.net/