Is there a way to use Armadillo's
"C++ linear algebra library" code which has lapack in a C#
project?
Could you please post a simple example...
I was thinking to get a .dll
and import it to C#
project, is this feasible or is there another way to go?
You can use the PInvoke feature of .NET (platform invoke) to call code in native DLLs from your managed code.
Depending on the nature of the entry points in your native DLL you might consider adding your own wrapping layer which uses more PInvoke-friendly data types.