Linear algebra lib for C++?

[mlt]

I am looking for a library for C++ that implements cross product of vectors,
inverse of matrices etc. I must work with ublas::vectors and ublas::matrix.
Are there any such libraries out there?

 

[mlt]

BTW: It must work on windows Vista.

 

[Juha Nieminen]

BTW: It must work on windows Vista.

I have hard time imagining why a C++ library which offers vector and
matrix operations would not work in Vista.