r8col, a C++ code which contains utility routines for R8COL objects, that is, real MxN arrays, considered as N column vectors, each of length M. That is, the data may be thought of as essentially multiple columns, and many operations will be carried out columnwise.
The information on this web page is distributed under the MIT license.
r8col is available in a C version and a C++ version and a Fortran90 version and a MATLAB version and an Octave version and a Python version.
linear_algebra, C++ codes which carry out various linear algebra operations for matrices stored in a variety of formats.