While rewriting some data analysis software I developed many years ago (the original was written in K & R C, the new version will be written in C++), I stumbled upon The Matrix Template Library (MTL). MTL is a library that provides comprehensive linear algebra functionality for a wide variety of matrix formats.
I was researching ways to implement my own matrix template library when I found MTL. After checking it out, I’m thinking of just using MTL since it’s more than adequate for my present needs and the support for a wide variety of matrix formats might be useful for future projects.
The only drawback I see is MTL hasn’t been updated in about three years.