Description:

GMM++ is a generic C++ template library for sparse, dense and skyline matrices.

It is built as a set of generic algorithms (mult, add, copy, sub-matrices,
dense and sparse solvers ...) for any interfaced vector type or matrix type.

It can be viewed as a glue library allowing cooperation between several vector
and matrix types. However, basic sparse, dense and skyline matrix/vector types
are built in Gmm++, hence it can be used as a standalone linear algebra library.

Interfacing a vector or matrix type means writing "traits" objects called
"linalg_traits", which describe their properties. The library offers
predefined dense, sparse and skyline matrix types.