(we need the math speed, and all the C++ matrix libraries involve compromises of one form or another). Are you using lots of really tiny matrices? I would thin

(we need the math speed, and all the C++ matrix libraries involve compromises of one form or another). Are you using lots of really tiny matrices? I would think pretty much all the libraries could just be linked with a good BLAS distro and then it would not matter what language that you use. Personally, I'm a big fan of the Armadillo C++ library.