Install

install system dependences

sudo apt-get install cmake libopenblas-dev liblapack-dev libarpack-dev libarpack2-dev libsuperlu-dev

install Armadillo

if not decompressed yet：

xz -d armadillo-9.870.2.tar.xz
tar -xvf armadillo-9.870.2.tar

Go into armadillo directory:

cd armadillo-9.870.2

if "build" directory already exits:

rm -rf build

Then make:

mkdir build  
cd build  
cmake ..  
make  
sudo make install

Debug: if cmake failed because of python version(recommend python3.8,3.9) ,
do cmake -B . -S .. -DCMAKE_INSTALL_PREFIX=/usr/local -DPYTHON_EXECUTABLE=/usr/bin/python3 --debug-output
change the term after "-DPYTHON_EXECUTABLE=" to your own python path
-B : explicitly tells CMake to put build files in the current directory
-S: specifies where the source files (including CMakeLists.txt) are located