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I gave up and used Matlab to generate C++ libraries.
Can you recommend any good resources/tutorials for this?
Scribd: http://www.scribd.com/doc/15194614/MATLAB-C-Libraries
I'm doing graphics research, and the numerical libraries is probably slightly different, but the ones I've found useful are: http://math.nist.gov/tnt/ http://eigen.tuxfamily.org/index.php?title=Main_Page http://www.cgal.org/ Also, I can't recommend "Numerical Recipies in C++" enough. This is a great book if you're not a wizard already, although the seriously good numerical mathematicians complain that it doesn't nece…
I recently did a fair bit of work with matrix computations, for example, and while "Numerical Recipies" and "Matrix Computations" were both useful for background material, the technical notes that go with LAPACK were often far more up-to-date (and a source of the latest research papers behind the LAPACK implementations as well).
It really depends on what sort of numerics you're talking about and how you're defining good (performance? api design?)