Armadillo is a templated C++ linear algebra library (by Conrad
Sanderson) that aims towards a good balance between speed and ease of
use. Integer, floating point and complex numbers are supported, as
well as a subset of trigonometric and statistics functions. Various
matrix decompositions are provided through optional integration with
LAPACK and ATLAS libraries.

Homepage:
http://dirk.eddelbuettel.com/code/rcpp.armadillo.html
