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
Provides high-level syntax and functionality deliberately similar to Matlab
Useful for algorithm development directly in C++, or quick conversion of research code into production environments
Provides efficient classes for vectors, matrices and cubes (1st, 2nd and 3rd order tensors); dense and sparse matrices are supported
Integer, floating point and complex numbers are supported
A sophisticated expression evaluator (based on template meta-programming) automatically combines several operations to increase speed and efficiency
Various matrix decompositions (eigen, SVD, QR, etc) are provided through
integration with LAPACK,
or one of its high performance drop-in replacements
(eg. MKL or OpenBLAS)
Can automatically use OpenMP multi-threading (parallelisation) to speed up computationally expensive operations
Available under a permissive license, useful for both open-source and proprietary (closed-source) software
Can be used for machine learning, pattern recognition, computer vision, signal processing, bioinformatics, statistics, finance, etc
