useful c++ library for numeric calculation

I've used boost library so far.

But, I'd like to use matrix operation and random numbers.

Please, let me know useful c++ library.

thanks.

I really love the GSL library. although there are also the following, all of which are very good and very powerful:

• Armadillo C++ linear algebra library
• Blitz++
• Eigen
• IT++

You can also check out a bigger list here. However if you prefer boost, you can use Boost.Random and Boost.Matrix.