Easy & Free to use Basic Operators (addition, multiplication, ... ) Matrix Manipulation (extract, insert, combine, ... ) Linear Solvers (linear, least squares, incremental, ... ) Decompositions (LU, QR, Cholesky, SVD, Eigenvalue, ...) Matrix Features (rank, symmetric, definitiveness, ... ) Random Matrices (covariance, orthogonal, symmetric, ... ) Unit Testing

The library provides generic Vector and Matrix types that support most of the commonly used linear algebra operations, including matrix–vector operations, matrix inverse, determinants, eigenvalues, LU and QR decompositions. Its intended use is to enable writing generic linear algebra code with custom numeric types. It can also be used as a lightweight library for prototyping and scripting with primitive floating point types.