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.
terative Template Library
The Iterative Template Library (ITL) is a generic component library that provides iterative methods for solving linear systems. ITL also provides numerious preconditioners which is for MTL.
SparseLib++
High Performance Math Software Catalog
OPT++: An Object-Oriented Nonlinear Optimization Library
The Object-Oriented Numerics Page
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