I am looking for advice regarding high performance multi-dimensional array libraries/classes for C++. What I really need is:
the ability to dynamically allocate
With the caveat that this is shameless self-promotion,
https://github.com/ndarray/ndarray
may be worth looking into.
While it doesn't provide optimized mathematical operators, it does provide an interface to Eigen for that. Where it really stands out is in providing interoperability with Python/NumPy through SWIG or Boost.Python.