What is a good open source C/C++ math library that supports vector math and complex numbers?

I am working on a project that needs vector math and complex numbers开发者_如何学编程.

I am looking a for a good open source API that supports C/C++ and hopefully has decent performance.

I can write these functions myself but it will be ugly and slow.

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I regularly use Sony Vector Math library bundled with bullet physics. It's fast has many linear algebra algorithms.
For complex numbers you can simply use std::complex

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You can use the C++ complex numbers library
Also, Boost provides linear Algebra package

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I haven't used any of these packages personally, but head over to Object-Oriented Numerics for a great selection of available libraries

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Eigen is pretty much standard in research and should offer the stuff you need as well.