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/