1)   Matrix TCL 2.11
This is a C++ template class library to perform matrix calculations with ease and efficiency in your programs. It supports most of the matrix calculations that you may need to do in your C++ programs. Full source code is included with the package.
c++, matrix, template, class, library, inversion, LU, decompositions, linear, equations,

 2)   .NET Matrix Library 2.2.5000.72
The Bluebit .NET Matrix Library provides classes for object-oriented algebra. Solves systems of simultaneous linear equations, least-squares solutions of linear systems of equations, eigenvalues and eigenvectors problems, and singular value problems.
matrix, vector, math, eigenvalues, eigenvalue, eigenvectors, eigenvector, qr, cholesky, lu,

 3)   KonstSolver 1.086
KonstSolver is a high-performance vector and matrix library for .NET(C#,C++,VB), thread based, 100% managed code. A parallel LU algorithm for solving dense systems of linear equations of the form Ax=b provides amazing speedup on multicore computers.
parallel, matrix, vector, LU, multicore, linear, algebra, equations,

 4)   Matrix ActiveX Component 3.1
Matrix ActiveX Component provides for all basic matrix operations plus LU, Cholesky, QR and Singular Value (SVD) decompositions, Eigenvalue and Eigenvector computation for symmetric and non symmetric matrices. Version 3.1 supports complex matrices.
matrix, math, eigenvalues, eigenvalue, eigenvectors, eigenvector, qr, cholesky, lu, decomposition,