Armadillo is a high quality linear algebra library (matrix maths) for the C++ language, aiming towards a good balance between speed and ease of use.

Features:

• Easy to use functions and syntax, deliberately similar to Matlab / Octave
• Useful for prototyping directly in C++
• Useful for conversion of research code into production environments
• Permissively licensed - can be used in proprietary software and products
• Used for machine learning, pattern recognition, computer vision, signal processing, bioinformatics, statistics, finance, etc
• Efficient classes for vectors, matrices, cubes (1st, 2nd, 3rd order tensors)
• Supports dense and sparse matrices
• Fast singular value decomposition (SVD), eigen decomposition, QR, LU, Cholesky, FFT
• Clustering using k-means and Gaussian Mixture Models (GMM)
• Automatic vectorisation of expressions (SIMD)
• Contiguous and non-contiguous submatrices
• Automatically combines several operations into one to increase speed and efficiency
• Read/write data in CSV files
• Automatically uses OpenMP for speedups
• Used for machine learning by MLPACK
• Used for numerical optimisation by Ensmallen