The Matrix Template Library (MTL) is a high-performance generic component
library that provides comprehensive linear algebra functionality for a wide
variety of matrix formats.
As with the Standard Template Library (STL), MTL uses a five-fold approach,
consisting of generic functions, containers, iterators, adaptors, and function
objects, all developed specifically for high performance numerical linear
algebra. Within this framework, MTL provides generic algorithms corresponding
to the mathematical operations that define linear algebra. Similarly, the
containers, adaptors, and iterators are used to represent and to manipulate
concrete linear algebra objects such as matrices and vectors.

WWW: http://www.osl.iu.edu/research/mtl/