Description:

Eigen is a C++ template library for linear algebra: vectors, matrices,
and related algorithms. It is versatile, fast, elegant and
compiler-friendly.

Eigen handles, without code duplication and in a completely integrated
way:
- both fixed-size and dynamic-size matrices and vectors
- both dense and sparse (the latter is still experimental) matrices
and vectors
- both plain matrices/vectors and abstract expressions
- both column-major (the default) and row-major matrix storage
- both basic matrix/vector manipulation and many more advanced,
specialized modules providing algorithms for linear algebra,
geometry, quaternions, or advanced array manipulation.