What's a good C++ library for matrix operations

Question

I need to do multiplication on matrices. I\'m looking for a library that can do it fast. I\'m using the Visual C++ 2008 compiler and I have a core i7 860 so if the library i

Answer 1

You can use the GNU Scientific Library(GSL).

Here's a page describing the matrix operations available in the library, including multiplication(gsl_matrix_mul_elements()):

http://www.gnu.org/software/gsl/manual/html_node/Matrix-operations.html

And here are some links to get you started with using GSL with visual studio:

http://gladman.plushost.co.uk/oldsite/computing/gnu_scientific_library.php

http://www.quantcode.com/modules/smartfaq/faq.php?faqid=33