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What are the most widely used C++ vector/matrix math/linear algebra libraries, and their cost and benefit tradeoffs?

just need a publicly downloadable vector/matrix class that have operator support and basic operations programmed in. I think NEHE has one, but I am just wondering if there's a generally accepted best public vector class to download.

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TopTierTracker
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    How about [Boost uBLAS](http://www.boost.org/doc/libs/1_52_0/libs/numeric/ublas/doc/index.htm)? Also, [Eigen](http://eigen.tuxfamily.org/index.php?title=Main_Page) seems to be popular. – Some programmer dude Jan 16 '13 at 08:28
  • You might want to be a bit more elaborate on your question. What is your metric for best? Easiest to use? Fastest? Has most complete interface? In particular it is very imporrtant to know what kind of operations you are intrested in, since suggesting a library which doesn't support operations you deem as vital would be kind of pointless. Personally I would generally suggest [Eigen](http://eigen.tuxfamily.org/index.php?title=Main_Page) – Grizzly Jan 16 '13 at 08:31
  • I am just looking for some simple .h & .cpp 2 file downloads that don't require installation and uses the same operators as most undergra/grad math courses – TopTierTracker Jan 16 '13 at 09:01
  • Eigen is just a directory of .h files, many of them, but it is just a directory to copy, no complicated installation. – Marc Glisse Jan 16 '13 at 09:43

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Have a look at GLM. It's for OpenGL, but can be used standalone too. I worked with it and I'm very happy with it. It is a header only library and doesn't need installation.

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For a review, see

This question has already popped up here at SO, see

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Ali
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