title: What is a fast free matrix/linear algebra library for the R language?
body: <p>I've been dealing with math-intensive code and require a good matrix library. I could use a two dimensional array, but a complete matrix library (with multiplication, addition etc.) would be much more convenient. I obviously already googled it, but this gave me a plethora of choices. I was hoping that the opinions of a few experienced programmers would help narrow it down.</p>
  
  <p><strong>What are some good free matrix/linear algebra libraries for C++?</strong></p>