Armadillo

Armadillo delivers a comprehensive C++ matrix library that combines advanced linear algebra capabilities with extensive statistical functions. Built on proven LAPACK and ATLAS foundations, it handles everything from basic matrix operations to complex statistical analyses. The library supports complex numbers and offers optimized performance for large-scale computations. Whether you're developing financial models, scientific simulations, or data analysis tools, Armadillo provides the mathematical foundation you need with clean, efficient C++ interfaces.