Before you mark question as off-topic, please read it - it is, actually, quant-related.
Basically, I'm working on an app that spits out a lot of C++ math. When it comes to simple things like exponents and trig, I can use an STL function. But when it comes to things like matrix operations or normal distributions or anything else that's not part of the STL, I'm not quite sure which library to support.
That's the reason for this question - I'd like to know what kind of C++ libs quants typically use (in addition to the STL and such) most. My idea is to support those which are the most common. (I'm thinking of things like BLAS, MKL, Boost.Math, etc.)
BTW, if anyone's interested, here's an overview of what I'm building.