Armadillo is a high quality linear algebra library (matrix maths) for the C++ language, aiming towards a good balance between speed and ease of use Provides high-level syntax (API) deliberately similar to Matlab Useful for algorithm development directly in C++, or quick conversion of research... More information
mlpack is an intuitive, fast, scalable C++ machine learning library, meant to be a machine learning analog to LAPACK. It aims to implement a wide array of machine learning methods and functions as a swiss army knife for machine learning researchers.