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****1/2 Edwin H. Connell: Elements of Abstract and Linear Algebra
A free online textbook on abstract algebra with emphasis on linear algebra.
****1/2 Fast C++ matrix library with optional interfaces to LAPACK and ATLAS
Armadillo is a C++ linear algebra library (matrix and vector maths) aiming towards a good balance between speed and ease of use. It's distributed under a license that is useful in both commercial and open-source contexts. This library is useful if C++ has been decided as the language of choice (due to speed and/or integration capabilities), rather than another language like Matlab or GNU Octave. Armadillo uses a delayed evaluation approach in order to combine several operations into one and reduce (or eliminate) the need for temporaries. This is accomplished through extensive use of recursive templates and template meta-programming. Furthermore, it optionally provides interfaces to LAPACK and ATLAS functions.
**** The Hilbert Class Library
The Hilbert Class Library (HCL) is a collection of C++ classes representing basic mathematical objects such as vectors, linear and nonlinear operators, and functions.
**** Blitz++ library
Blitz++ is a C++ class library for scientific computing which provides performance on par with Fortran 77/90. It uses template techniques to achieve high performance. The current versions provide dense arrays and vectors, random number generators, and small vectors and matrices.
**** jMATLAB
jMATLAB is an Eclispe based interpreter interface to linear algebra libraries. It is based on the notion of MATLAB. It provides MATLAB like scripting language for quick programming. It also provides ability to write toolboxes using java based plug-ins. Interface to GNUPLOT provides access to powerful plotting capabilities.
**** FreePOOMA C++ Numerical Library
FreePOOMA is a C++ library supporting element-wise, data-parallel, and stencil-based physics computations using one or more processors. The library automatically handles all interprocessor communication, obviating the need for any explicit communication code. The library supports high-level syntax close to mathematical or algorithmic syntax (like Fortran 95), easing the conversion from algorithms to code.
**** IML++
IML++ is a C++ templated library of modern iterative methods for solving both symmetric and nonsymmetric linear systems of equations.
**** SparseLib++
SparseLib++ is a C++ class library for efficient sparse matrix computations across various computational platforms.
**** mathc : Math, Language c, Gnuplot, MapleV.
Linear algebra functions in language C. Presentation of the functions: addm, subm, multm, powm, smultm, transpose, trace, det, minor, mminor, cofactor, mcofactor, adjoint, inverse, inverse(gaussjordan), gauss, gaussjordan. There are 15 packages.
**** LAPACK++
Linear Algebra Package in C++
**** PyMat
An interface between Python and MATLAB
**** CAMClass
Primarily Matrix/Vector/Array classes, but also some symbolic and graphics classes.
**** TNT
The Template Numerical Toolkit is a collection of mathematical libraries for numeric computation in C++. Its fundamental classes include vectors, matrices, and multidimensional arrays.
**** JAMA
JAMA is a basic linear algebra package for Java.
***1/2 BPKIT
BPKIT is a toolkit of block preconditioners for the iterative solution of linear systems. The most effective general purpose and black-box type of preconditioners are available, including block SSOR, block tridiagonal ILU, and the block extension of point ILU with level-of-fill. Any of these "global" preconditioners may be coupled with one of a large collection of "local" preconditioners for approximately or exactly inverting or solving with the diagonal or pivot blocks. These include a number of approximate inverse techniques.
***1/2 MatPy
MatPy is a Python package for numerical computation and plotting with a MatLab-like interface.
***1/2 sl++
The Scientific Library is a C++ object oriented library specializing in linear algebra (although it contains other components as well).
***1/2 The Matrix Template Library
The Matrix Template Library (MTL) is a high-performance generic component library that provides comprehensive linear algebra functionality for a wide variety of matrix formats.
***1/2 ALP
ALP is a C++ class library for scientific computing devoted to linear and polynomial algebra.
***1/2 Gnatlab
The Gnatlab program is designed to be a tool for fast matrix manipulation and calculation using the Matrix Template Library.
*** MET - Matrix Expression Templates
The Matrix Expression Templates library is a generic, easy to use, and portable template library for linear algebra.
*** ARPACK++
implements a variant of the Arnoldi process for finding eigenvalues of large sparse matrices
*** MatrixMath
Matrix Math is a package currently in an early phase that allows auser to quickly and easily perform mathematical operations on matrices.
*** MV++
MV++ is a small, efficient, set of concrete vector and simple matrix classes for numerical computing.
**1/2 The C++ Scalar, Vector, Matrix and Tensor Class Library
the title pretty much sums it up!
**1/2 LinAlg
Basic Linear Algebra and Optimization class library

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