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TooN - Tom's Object Oriented Numerics library
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To install on a unix system: ./configure && make && sudo make install To verify that everything works, you can optioinally run make test If you use any LAPACK based features (SVD.h, LU.h, QR_Lapack.h, SymEigen.h, Lapack_Cholesky.h) you will need to link against LAPACK, probablu ysing -llapack and perhaps -lblas. The code is ready to go and should work on any system (unix or non-unix) without configuring or compiling. For further details, make the documentation with Doxygen, or go to http://www.edwardrosten.com/cvd/toon/html-user/index.html
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