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Basic Linear Algebra and Optimization class library
Find LinAlg at: http://okmij.org/ftp/NumMath.html#cpp.linalg

Primarily Matrix/Vector/Array classes, but also some symbolic and graphics classes.
Find CAMClass at: http://www.math.ucla.edu/~anderson/CAMclass/CAMClass.html

the title pretty much sums it up!
Find The C++ Scalar, Vector, Matrix and Tensor Class Library at: http://www.phy.bnl.gov/~bviren/git/libnuosc++

IML++ is a C++ templated library of modern iterative methods for solving both symmetric and nonsymmetric linear systems of equations.
Find IML++ at: http://math.nist.gov/iml++/

Linear Algebra Package in C++
Find LAPACK++ at: http://math.nist.gov/lapack++/

The Template Numerical Toolkit is a collection of mathematical libraries for numeric computation in C++. Its fundamental classes include vectors, matrices, and multidimensional arrays.
Find TNT at: http://math.nist.gov/tnt/

SparseLib++ is a C++ class library for efficient sparse matrix computations across various computational platforms.
Find SparseLib++ at: http://math.nist.gov/sparselib++/

MV++ is a small, efficient, set of concrete vector and simple matrix classes for numerical computing.
Find MV++ at: http://math.nist.gov/mv++/