The c++ 'Eigen' library. It is by far the best library if you're in need of maths constructs, speed wise. And the only maths library that has an API that isn't a pain to use.

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    "Eigen"? Sounds like a German guy hacked something together for himself to use that dropped public and he could not rename it anymore.
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    @Benedikt It does sound like that, I don't disagree.
    The name properly referes to the concept of eigenvectors, eigenfunctions, and so on....
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    @Batburger I didn't know of them, very interesting!
    And it is indeed a Germanism coming from the German word "eigen".
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    Yeah, Eigenvalues, Eigenvectors. Gotta say, Eigen is well known and extremely potent. I will also say though, debugging errors related to Eigen matrix initialisation and such is a huge pain. You get used to the messages, but dear lord.

    Source: About to hand in my thesis, large chunks of which utilize Eigen.
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    @Maer It is one of those things where one gets used to the behavior of the library and can guess at whats wrong pretty reliably.
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    The math support in Julia is second to none if you want to go a different route.
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