there is also the Eigen library: http://eigen.tuxfamily.org but it is mostly used as part of a larger framework. It offers basic (and a bit more complex) algebra
You have a pretty long list of requirements, and it may be challenging to cover them all with a single library.
For general Matlab-to-C++ transitions, I can highly recommend Armadillo which is a templated C++ library with a focus on linear algebra --- and a given focus on making it easy to write Matlab-alike expression. It as very good performance, is very well documented and actively maintained. You could start there and try to fill in the missing pieces for your task.
Although its first goal is computer vision/image processing, this library has a lot of linear algebra tools (Almost all that you ask for). At first, this library has been implemented by intel, with a lot of focus on performance. It can handle multi thread, IPP,... The syntax is rather easier to use than usual C++ library.
You should have a look at this cheat sheet. The syntax has been changed since version 2.0 to mimic matlab. This library is broadly used, and well active (last big update August 2011).
NAG 可能是一个不错的选择。许多金融机构在其数学图书馆中使用它。不过，当我上次使用它时，还没有 GPU 实现。
NAG could be one good option. Loads of financial institutions use it in their mathematical libraries. Don't have a GPU implementation though, when I last used it.
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还有 Eigen 库： http://eigen.tuxfamily.org
但它主要用作更大框架的一部分。它提供基本的（和更复杂的）代数
there is also the Eigen library: http://eigen.tuxfamily.org
but it is mostly used as part of a larger framework. It offers basic (and a bit more complex) algebra
您有一个很长的需求列表，并且用一个库涵盖所有这些可能具有挑战性。
对于一般的 Matlab 到 C++ 转换，我强烈推荐 Armadillo 这是一个模板C++ 库，重点关注线性代数 --- 并且重点关注如何轻松编写类似 Matlab 的表达式。它的性能非常好，有很好的文档记录并且得到积极维护。您可以从这里开始，尝试填补任务中缺失的部分。
You have a pretty long list of requirements, and it may be challenging to cover them all with a single library.
For general Matlab-to-C++ transitions, I can highly recommend Armadillo which is a templated C++ library with a focus on linear algebra --- and a given focus on making it easy to write Matlab-alike expression. It as very good performance, is very well documented and actively maintained. You could start there and try to fill in the missing pieces for your task.
实际上你应该看看 openCV。
尽管它的首要目标是计算机视觉/图像处理，但该库有很多线性代数工具（几乎是您需要的所有工具）。最初，这个库是由 intel 实现的，非常注重性能。它可以处理多线程、IPP、...
该语法比通常的 C++ 库更容易使用。
您应该看看这个备忘单。自 2.0 版本以来，语法已更改以模仿 matlab。
该库被广泛使用，并且非常活跃（最后一次重大更新是 2011 年 8 月）。
Actually you should have a look at openCV.
Although its first goal is computer vision/image processing, this library has a lot of linear algebra tools (Almost all that you ask for). At first, this library has been implemented by intel, with a lot of focus on performance. It can handle multi thread, IPP,...
The syntax is rather easier to use than usual C++ library.
You should have a look at this cheat sheet. The syntax has been changed since version 2.0 to mimic matlab.
This library is broadly used, and well active (last big update August 2011).
NAG 可能是一个不错的选择。许多金融机构在其数学图书馆中使用它。不过，当我上次使用它时，还没有 GPU 实现。
NAG could be one good option. Loads of financial institutions use it in their mathematical libraries. Don't have a GPU implementation though, when I last used it.