lightweight C++ template library for linear algebra

 Eigen 3 is a lightweight C++ template library for vector and matrix math,
 a.k.a. linear algebra.
 .
 Unlike most other linear algebra libraries, Eigen 3 focuses on the simple
 mathematical needs of applications: games and other OpenGL apps, spreadsheets
 and other office apps, etc. Eigen 3 is dedicated to providing optimal speed
 with GCC. A lot of improvements since 2-nd version of Eigen.