Fastest C++ Matrix Library ?

[sarahscheenstra]

Hi,

What I would like to have is a c++ library for matrix operations mainly. For example constructing a 3D matrix and then going through different subelements (sub-matrices) of it and doing operations such as Euclidean distance between two matrices.

What is the fastest library out there ?

I have done some research and I have found some, like boost+blas binding, armadillo, exmat, eigen, .....

What is the absolute fastest ?

PS: I don't want to use Intel MKL, I need a free one.

Thanks,
Sarah

[weaknessforcats]

Use the C++ Standard Library vector and write your own matrix commands.