Jun 3, 2011 at 6:28 PM
Edited Jun 3, 2011 at 6:29 PM
I recently found this: http://eigen.tuxfamily.org/index.php?title=Main_Page
Eigen is a free & open source native library and judging by the benchmarks:
seems pretty interesting, especially when compared to Intel MKL while also having the added bonus of being able to be distributed.
I think its worth a look.