Armadillo is a C++ linear algebra library (matrix maths)
aiming towards a good balance between speed and ease of use.
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
and ATLAS libraries.
A delayed evaluation approach is employed (during 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.
This library is useful if C++ has been decided as the language of
choice (due to speed and/or integration capabilities),
rather than another language like Matlab ® or
Octave.
It is distributed under a license that is useful in both open-source and commercial contexts.
Armadillo is primarily developed at NICTA (Australia), with contributions from around the world.