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Greetings, googling for that subject brings, e.g., MTL, exmat, LAPACK and also here. I also seem to remember that Microsoft Research released one, but can't put my hands on it. I look for advice from someone who actually used (or developed...) one of those, hoping to achieve a Matlab experience inside C++ (as much as possible). Thanks in advance, Robi
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Read Jack Crenshaw's articles over at www.embedded.com. He's been working up a matrix class for a number of years, while developing the numerical methods code that goes with it and uses it.
NIST has the TNT (template numerical toolkit). Very lightweight and simple.