JAMA/C++ Linear Algebra Package (v. 1.2.1)

JAMA/C++: a translation of the Java Matrix Library,  developed by the
Mathworks and NIST, into C++
* classical matrix linear algebra
* QR
* SVD
* Cholesky
* Eigenvalue solver

Based on NIST's Template Numerical Toolkit.

WWW: https://math.nist.gov/tnt/