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Armadillo is a fast C++ matrix library, using template meta-programming techniques. It has easy to use functions and syntax, deliberately similar to Matlab.
Armadillo also provides efficient wrappers for LAPACK, BLAS and ATLAS libraries, including high-performance versions such as Intel MKL, AMD ACML and OpenBLAS.
For more details, see http://arma.sourceforge.net
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armadillo, matrix, linux, cygwin, lib, swift ...