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There’s not a tested linear algebra library for Edison, but you could try downloading Armadillo (C/C++ linear algebra library) and then importing the library into Eclipse to see if that works.
Another option would be to get Numpy (Python library for several purposes including linear algebra) in your Edison. However, if you try this option, you’ll have to download PyDev or a similar plugin that enables Eclipse to be used as a Python IDE. If you decide not to use Eclipse, you still can use the terminal to configure your Edison.
In this thread someone was able to install Numpy successfully, so you can follow the same instructions.
So I tried installing Armadillo and ran into hosts of issues so as a last option I decided to use Eigen C++ library and everything seems to work now. I guess I will stick with Eigen for now.