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Matrix calculus with C++



Hi all,

I'm writing a C++ software for the statistical analysis of non-linear 
mixed effects models. The algorithms make heavy use of numerical
matrix calculus (Cholesky, SVD, QR, ...) with dimensions lower than
50. I'm looking for some advice about the choice of the C++ library
for matrix calculus.

The former version of the software uses the Newmath C++ library 
(http://www.robertnz.net/nm_intro.htm), which is quite rich and
stable.
Is there a better choice in terms of quality, flexibility and speed?
Is it better for me to switch to MTL/ITL
(http://www.osl.iu.edu/research/mtl/)
or Blitz++ (http://oonumerics.org/blitz/)?

Thanks in advance for your answers,

Dj.

--
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