The Eigen library (https://eigen.tuxfamily.org https://eigen.tuxfamily.org) has great attention to numerical robustness and accuracy in it's implementation. The

The Eigen library (https://eigen.tuxfamily.org https://eigen.tuxfamily.org) has great attention to numerical robustness and accuracy in it's implementation. The documentation is good, but for the numerical discussions, you'd have to read the source code.