Armadillo is an open-source C++ linear algebra library (matrix maths) aiming towards a good balance between speed and ease of use. Integer, floating point and complex numbers are supported, as well as a subset of trigonometric and statistics functions.
W. Lavrijsen, and A. Dutta. Proceedings of the 6th Workshop on Python for High-Performance and Scientific Computing, page 27--35. Piscataway, NJ, USA, IEEE Press, (2016)