'portable' package

This is a discussion on 'portable' package within the C++ Programming forums, part of the General Programming Boards category; I have a question for people that know something about working with packages. I want to enhance myself written C++ ...

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    Arrow 'portable' package

    I have a question for people that know something about working with packages.

    I want to enhance myself written C++ programs with linear algebra stuff like, vectors, matrices, matrix-vector operations, LU-decomposition, Cholesky decomposition, etc.
    What I want:
    I would like to have a package that gives me the above possibilities and that is ‘portable’, i.e. I want to be able to use this package with every computer and every compiler I work on (I work on my window XP desktop at home and also behind a Linux computer at university). Different packages I have looked at don’t work on different compilers for some reason. I don’t really get it why this is the case. Anyhow, I’d like if there is some package downloadable that I can just put on my USB-stick and take with me to every computer, just like my own written code, and just include, just like my own written code.

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