Armadillo c++++ Library 2.4.0 This version can handle diagonal expressions more quickly.
Armadillo is a linear algebraic library of C + + with balanced speed and ease of use (matrix mathematics) that supports all operating platforms, including 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.
Software Information: http://arma.sourceforge.net/
Download Address: http://sourceforge.net/projects/arma/files/armadillo-2.4.0.tar.gz