http://playground.arduino.cc/Code/MatrixMath
A minimal linear algebra library for Arduino. This gives you all the basics in a lean package, up to in-place matrix inversion. Matrices are represented as simple 2D arrays, so you need to check dimension agreement manually.
A far more capable, testable, and friendly linear algebra library for Arduino is https://github.com/tomstewart89/BasicLinearAlgebra
And a related library for vector geometry manipulation is https://github.com/tomstewart89/Geometry
2016 Vasilis Georgitzikis / Package code into easy-install Arduino library.
2013 Charlie Matlack / Add in-place matrix inverse function, very helpful in limited memory environment of Arduino, and general clean-up.
Unknown original author, Arduino form user RobH45345, posted code to Arduino playground.
GPL2.