Armadillo

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 and functionality deliberately similar to Matlab- Useful for algorithm development directly in C++, or quick conversion of research code into production environments (eg. software & hardware products)- Provides efficient classes for vectors, matrices and cubes (1st, 2nd and 3rd order tensors); dense and sparse matrices are supported- Integer, floating point and complex numbers are supported- Various matrix decompositions are provided through integration with LAPACK, or one of its high performance drop-in replacements (eg. multi-threaded Intel MKL, or OpenBLAS)- A sophisticated expression evaluator (based on template meta-programming) automatically combines several operations to increase speed and efficiency- Can automatically use OpenMP multi-threading (parallelisation) to speed up computationally expensive operations- Available under a permissive license, useful for both open-source and proprietary (closed-source) software- Can be used for machine learning, pattern recognition, computer vision, signal processing, bioinformatics, statistics, finance, etcOn Marconi, Armadillo library is compiled with intel 2018 and use Intel MKL.In order to link correctly the library you have to use the flags -I$ARMADILLO_INC and -L$ARMADILLO_LIB. Just below you can find an example:$ icpc.cpp -I$ARMADILLO_INC -o -O2 -L$ARMADILLO_LIB -larmadillo