Armadillo is a c++++ linear algebraic library (matrix mathematics) with a balanced speed and ease of use, supported by Linux, Mac OS X, and Windows. The main function is to support integers, floating-point numbers and complex digits, as well as subset trigonometric and statistical functions, to provide a variety of matrix decomposition through optional lapack and integration of the Atlas Library. The deferred evaluation method is based on template metaprogramming, which is used to combine several operations at compile time into one and reduce or eliminate the need for temporary variables.
Armadillo C + + Library 3.2 This version contains faster feature decomposition and faster processing of diagonal, fixed-size vectors and transpose.
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