What's a good C++ library for matrix operations

Question

I need to do multiplication on matrices. I\'m looking for a library that can do it fast. I\'m using the Visual C++ 2008 compiler and I have a core i7 860 so if the library i

Answer 1

for more recent version of Visual Studio, you can use ScaLapack + MKL. A sample of code is provided here , with a tutorial on how to make it run.

http://code.msdn.microsoft.com/Using-ScaLAPACK-on-Windows-d16a5e76#content