Armadillo: a template-based C++ library for linear algebra

The C++ language is often used for implementing functionality that is performance\nand/or resource sensitive. While the standard C++ library provides many useful algorithms (such as sorting), in its current form it does not provide direct handling of\nlinear algebra (matrix maths).\nArmadillo is an open source linear algebra library for the C++ language, aiming towards\na good balance between speed and ease of use. Its high-level Application Programming\nInterface (API) is deliberately similar to the widely Matlab and Octave languages (Eaton\net al. 2015), so that mathematical operations can be expressed in a familiar and natural\nmanner. The library is useful for algorithm development directly in C++, or…