CLAPACK is the library which uder the hood uses very high-performance BLAS library, as do other libraries, like ATLAS.
GSL is a standalone C library, not as fast as any based on BLAS. However its performance is still quite good (not extremely good though) and is used quite often; mostly because of its portability.
I know both LAPACK and GSL and I can recommend both of them. LAPACK is very low-level library and GSL may be more comfortable to use, but speaking of good performance -- BLAS-based library it is.
再说一遍，如果您实际上正在寻找/开放现代 C++ 代码，Armadillo 正在变得非常大肆宣传/流行。 另请参阅他们自己针对 IT++ 和 Newmat 的基准测试强>。
Again if you are actually looking/open for modern C++ code, Armadillo is getting really hyped/popular. Also see their own benchmarking against IT++ and Newmat.
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编辑 感谢 osgx 的评论：
我了解 LAPACK 和 GSL，我可以推荐它们。 LAPACK 是非常低级的库，GSL 使用起来可能更舒服，但说到良好的性能——它是基于 BLAS 的库。
EDIT Thanks to comments from osgx:
I know both LAPACK and GSL and I can recommend both of them. LAPACK is very low-level library and GSL may be more comfortable to use, but speaking of good performance -- BLAS-based library it is.
ATLAS，也许吧？
编辑：如果你对 C++ 持开放态度，你一定要检查 Eigen，它是根据基准测试，这是一个非常整洁的库，而且速度也相当快。
ATLAS, maybe?
Edit: if you're open to C++, you should definitely check Eigen, it's a very neat library, and pretty fast too, according to the benchmarks.
再说一遍，如果您实际上正在寻找/开放现代 C++ 代码，Armadillo 正在变得非常大肆宣传/流行。
另请参阅他们自己针对 IT++ 和 Newmat 的基准测试强>。
Again if you are actually looking/open for modern C++ code, Armadillo is getting really hyped/popular.
Also see their own benchmarking against IT++ and Newmat.