Gmm++ is a generic C++ template library for sparse, dense and skyline
matrices. It is built as a set of generic algorithms (mult, add,
copy, sub-matrices, dense and sparse solvers ...) for any interfaced
vector type or matrix type. It can be view as a glue library allowing
cooperation between several vector and matrix types. However, basic
sparse, dense and skyline matrix/vector types are built in Gmm++,
hence it can be used as a standalone linear algebra library.
Interfacing a vector or matrix type means writing "traits" objects
called "linalg_traits", which describe their properties. The library
offers predefined dense, sparse and skyline matrix types.

WWW: http://getfem.org/gmm/