An experimental matrix package in C++.  It supports matrix types:
Matrix, UpperTriangularMatrix, LowerTriangularMatrix, DiagonalMatrix,
SymmetricMatrix, RowVector, ColumnVector. Only one element type (float
or double) is supported.

The package includes the operations *, +, -, (defined as operators)
inverse, transpose, conversion between types, submatrix, determinant,
Cholesky decomposition, Householder triangularisation, singular value
decomposition, eigenvalues of a symmetric matrix, sorting, fast fourier
transform, printing and an interface with "Numerical Recipes in C".

It is intended for matrices in the range 4 x 4 to about 90 x 90 (125
x 125 for triangular matrices).