I am a big fan of Armadillo but your compiler may be an issue here according to the the
end of the download page:
Windows
The development and testing of
Armadillo has so far been done mainly
on UNIX-like platforms, however there
should be little or no platform
specific code. While rudimentary tests
were done on a Windows machine, the
developers are interested in hearing
how well Armadillo works in more
thorough tests.
If you're having trouble with the 'MS
Visual C++ 2008 Express Edition'
compiler (due to its incomplete
support for the C++ standard), you may
want to try the following alternative
free compilers:
- Intel's C++ compiler
- GCC (part of MinGW)
- GCC (part of CygWin)
It is worth trying out as this is a well-designated (and mostly templated) library.
Otherwise, maybe try Eigen2 which lists your compiler as supported.
Edit: In response to the comment, Armadillo does not require Lapack but works better with it (and better still with tuned Blas):
Q: What other libraries do I need to make full use of Armadillo ?
A: Armadillo can work without external libraries. However it is recommended to
install the LAPACK and ATLAS libraries in order to get added functionality.
Armadillo will use ATLAS routines in lieu of LAPACK wherever possible.
Q: How well will Armadillo work without LAPACK/ATLAS ?
A: Basic functionality will be available (e.g. matrix addition and multiplication),
but things like eigen decomposition will not be. Matrix multiplication (mainly
for big matrices) will not be as fast.
