Eigen is an interesting library for Matrix computation in C++. It supports all the common operations for linear algebra with vectors, matrices, fixed-size (known at compile time) and dynamic (allocated at compile time), full or sparse. Coding with Eigen is pretty fast and intuitive. Implementing an algorithm on top of Eigen feels like just copying pseudocode. I think that it would be great to have it included in Boost. Benchmarks show that the resulting code is pretty fast and optimized at compile time.
I am currently coding a model for Web graph generation (see R-MAT: A recursive model for graph mining). I think that I will post the code pretty soon.