Eigen matrix math library, see their website for function and API descriptions. This library is compatible with Arduino ARM and CMake build systems.
Use the Arduino Library Manager to install this library or clone to your Arduino/libraries folder. This library is added as:
#include "eigen.h"
An example Arduino executable is located at examples/arduino/eigen_example/eigen_example.ino. Teensy 3.x, 4.x, and LC devices are used for testing under Arduino and this library should be compatible with other ARM devices. This library is not expected to work on AVR devices.
CMake is used to build this library, which is exported as a library target called eigen. The header is added as:
#include "eigen.h"
The library can be also be compiled stand-alone using the CMake idiom of creating a build directory and then, from within that directory issuing:
cmake ..
make
This will build the library, and an example executable called eigen_example. The example executable source file is located at examples/cmake/eigen_example.cc.