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Blitz++
- Scientific computing C++ library. Uses template techniques to achieve high performance.
C++ Matrix Template Class Library
- Supports arithmetic operations, sub-matrix operations, inversion, various matrix decompositions, solution of simultaneous linear equations, and eigen value and eigen vector problem. (by Techsoft)
Math.h++
- Object-oriented numerical computation class-library from Rogue Wave
Newmat09: C++ Matrix Library
- Emphasis is on the kind of operations needed in statistical calculations such as least squares, linear equation solve and eigenvalues.
Object-oriented Numerics
- A list of few numerics C++ libraries.
OptSolve++
- Provides a convenient and extensible interface for rapid nonlinear optimization or root-finding with user-specified functions.
Piologie
- A library for arbitrary precision arithmetic, operating on natural, integer and rational numbers.
The Matrix Template Library
- High-performance generic component library that provides comprehensive linear algebra functionality for a wide variety of matrix formats.
The Object-Oriented Numerics Page
- Scientific Computing in Object-Oriented Languages
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