System of linear equations in C++? [closed]

Answer 1

I think Eigen is what you're looking for.

http://eigen.tuxfamily.org/index.php?title=Main_Page

It is a headers only library and compiles on many compilers. It even uses exotic assembly for faster math.

This is the page that shows off the linear solver api.

http://eigen.tuxfamily.org/dox-2.0/TutorialAdvancedLinearAlgebra.html

It has a few solvers with a simple api.