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.