Eigen is a C++ template library for linear algebra: vectors, matrices, and related algorithms. It is versatile, fast, elegant and works on many platforms.
Information regarding Project Releases and Project Resources. Note that the information here is a quote from Freecode.com page, and the downloads themselves may not be hosted on OSDN.
Complexes are now vectorized (with SSE, AltiVec, and NEON). Real*complex matrix products are mixed with vectorization. JacobiSVD and least-square solving were improved. The Transform class was improved. New methods include middleRows(), middleCols(), and TriangularMatrix::conjugate(). Some unsupported modules were added for OpenGL, MPFR C++, and to add the possibility to extend QuaternionBase. Quaternion/double multiplication was vectorized. Significant improvements were made to the documentation and compile time errors.