How to compile example1.cpp ** Linux and macOS ** If you have installed Armadillo via the CMake installer: g++ example1.cpp -o example1 -std=c++14 -O2 -larmadillo Otherwise, if you want to use Armadillo without installation: g++ example1.cpp -o example1 -std=c++14 -O2 -I /home/user/armadillo-14.0.0/include -DARMA_DONT_USE_WRAPPER -lopenblas The above command assumes that the armadillo archive was unpacked into /home/user/ The command needs to be adjusted if the archive was unpacked into a different directory, and/or for each specific version of Armadillo (ie. "14.0.0" needs to be changed). If you don't have OpenBLAS, on Linux change -lopenblas to -lblas -llapack and on macOS change -lopenblas to -framework Accelerate ** Windows ** Open "example1_win64.sln" or "example1_win64.vcxproj" with Visual Studio. The example1_win64 project needs to be compiled as a 64 bit program. Make sure the active solution platform is set to x64, instead of win32.