I've been working on a project recently, and it's going smoothly, I hope I can finish everything by the next month :D
My question: I want to perform some very basic linear algebra operations in C++, like large matrix multiplications (up to 1500 per dim), dot product, etc.
While LAPACK seems to be overkill for my application, I'm looking for something that supports doing matrix multiplication in a less than cubic time (i.e. I don't want to implement the classical mat multiplication in std::vector...).
if you just need a few very basic linear algebra operations i suggest to write them on your own (if it's just about dot product and things like that it shouldn't be a lot of work)
As for matrix multiplication, you might want to use the strassen algorithm. There is a detailed explanation of it at wikipedia as well as a complete implementation of the algorithm in the c language. http://en.wikipedia.org/wiki/Strassen_algorithm