Newmat, a C++ matrix library, is intended for scientists and engineers who need to manipulate a variety of types of matrices using standard matrix operations. The library includes the operations *, +, -, concatenation, inverse, transpose, conversion between types, submatrix, determinant, Cholesky decomposition, QR triangularisation, singular value decomposition, eigenvalues of a symmetric matrix, sorting, fast Fourier and trig. transforms, printing, and an interface with Numerical Recipes in C. (Source: