A list of paid, free or open source C++ (C plus plus) mathematics libraries, plugins and tools for statistics, scientific computing, gaming, linear algebra, matrixes, vectors, integers, rational numbers, floatingpoint numbers and geometry and more. Sourced under a creative commons. This list will be updated regularly. Email over the URL, if you wish to be included.
C++ mathematics libraries, plugins and tools

 Apophenia – A C library for statistical and scientific computing. [GPL2]
 Armadillo – Fast C++ library for linear algebra & scientific computing. [Apache2] website
 autodiff – A modern, fast and expressive C++ library for automatic differentiation. [MIT] website
 blaze – highperformance C++ math library for dense and sparse arithmetic. [BSD]
 Boost.Multiprecision – provides higherrange/precision integer, rational and floatingpoint types in C++, headeronly or with GMP/MPFR/LibTomMath backends. [Boost] website
 ceressolver – C++ library for modeling and solving large complicated nonlinear least squares problems from google. [BSD]
 CGAL – Collection of efficient and reliable geometric algorithms. [LGPL&GPL] website
 cml – free C++ math library for games and graphics. [Boost]
 CNL – A Compositional Numeric Library for C++. [Boost]
 DirectXMath – An all inline SIMD C++ linear algebra library for use in games and graphics apps.
 Dlib ⚡ – A modern C++11 machine learning, computer vision, numerical optimization, and deep learning toolkit. [Boost] website
 Eigen – A highlevel C++ library of template headers for linear algebra, matrix and vector operations, numerical solvers and related algorithms. [MPL2]
 ExprTk – The C++ Mathematical Expression Toolkit Library (ExprTk) is a simple to use, easy to integrate and extremely efficient runtime mathematical expression parser and evaluation engine. [MIT]
 Geometric Tools – C++ library for computing in the fields of mathematics, graphics, image analysis and physics. [Boost] website
 GLM – Headeronly C++ math library that matches and interoperates with OpenGL’s GLSL math. [MIT] website
 GMTL – Graphics Math Template Library is a collection of tools implementing Graphics primitives in generalized ways. [GPL2]
 GMP – A C library for arbitrary precision arithmetic, operating on signed integers, rational numbers, and floatingpoint numbers. [LGPL3 & GPL2]
 Klein – A fast, SIMDoptimized C++17 Geometric Algebra library for point, line, and plane projections, intersections, joins, rigidbody motion, and more. [MIT] website
 linalg.h – Single header, public domain, short vector math library for C++. [Unlicense]
 MatX – A GPUaccelerated C++17 numerical computing library with a MATLAB/Pythonlike syntax. [BSD 3clause]
 MIRACL – A Multiprecision Integer and Rational Arithmetic Cryptographic Library. [AGPL]
 NumCpp – A templatized header only C++ implementation of the Python Numpy library. [MIT]
 muparser – muParser is an extensible high performance math expression parser library written in C++. [MIT]
 LibTomMath – A free open source portable number theoretic multipleprecision integer library written entirely in C. [PublicDomain & WTFPL] website
 linmath.h – A lean linear math library, aimed at graphics programming. [WTFPL]
 lp_solve – A library used to formulate and solve linear programming problems. [LGPL] website
 OpenBLAS – An optimized BLAS library based on GotoBLAS2 1.13 BSD version. [BSD 3clause] website
 PCGrand – PCG is a family of simple fast spaceefficient statistically good algorithms for random number generation. Unlike many generalpurpose RNGs, they are also hard to predict. [Apache]
 QuantLib – A free/opensource library for quantitative finance. [Modified BSD] website
 StatsLib – A C++ headeronly library of statistical distribution functions. [Apache2] website
 SymEngine – Fast symbolic manipulation library, a rewriting of SymPy’s core in C++. [MIT]
 TinyExpr – A C library for parsing and evaluating math expressions from strings. [zlib]
 Vc – SIMD Vector Classes for C++. [BSD]
 Versor – A (fast) Generic C++ library for Geometric Algebras, including Euclidean, Projective, Conformal, Spacetime (etc).
 Wykobi – A C++ library of efficient, robust and simple to use C++ 2D/3D oriented computational geometry routines. [MIT]
 xtensor – A C++14 library for numerical analysis with multidimensional array expressions, inspired by NumPy syntax. [BSD 3clause] website
 universal – A C++14 headeronly library implementing arbitrary posit arithmetic. The posit number system is a tapered floating point that is more efficient than IEEE floating point. Posits enable reproducible computational science. [MIT license]
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Portions of this text under: MIT license