C++

Numerical & Scientific Computing

Linear Algebra

• Eigen - header-only C++ template library for linear algebra
• Armadillo - C++ library for linear algebra & scientific computing
• Intel oneAPI Math Kernel Library
• OpenBLAS: optimized BLAS library
• blasfeo: Basic linear algebra subroutines for embedded optimization

Recipes

• Numerical Recipes in C++

Specialized Packages

• orlp/pdqsort: Pattern-defeating quicksort - fast, generic sorting algorithm