Matrix ActiveX Component 

Matrix ActiveX Component provides for all basic matrix operations plus LU, Cholesky, QR and Singular Value (SVD) decompositions, Eigenvalue and Eigenvector computation for symmetric and non symmetric matrices. Version 3.1 supports complex matrices.
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Matrix TCL 

This is a C++ template class library to perform matrix calculations with ease and efficiency in your programs. It supports most of the matrix calculations that you may need to do in your C++ programs. Full source code is included with the package.
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