This code is intended to facilitate coding C++ numerics related to Quantum Information. Naturally you'd probably be better off using Matlab or something but I like C++ and enjoy coding in it. This library provides:
Source code: http://www.physics.uq.edu.au/people/dawson/matrix/matrix-0.2.1.tar.gz
Makefiles are provided for Linux (tested with g++ 2.95 and 3.2.1) and Windows (Visual C++ 7) which compile shared objects / dlls. You'll also need the Lapack and Blas libraries which are provided by most major linux distributions. For Windows I recommend the CLaw32 stuff from http://www.netlib.org/clapack/
Alternatively for windows you can download precompiled dlls
Win32 libraries: http://www.physics.uq.edu.au/people/dawson/matrix/matrixw32-0.2.zip
This document is somewhat incomplete. The examples are probably the best place to get started
1.3.2