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I'm looking for a C++ (possibly C) library for performing computationally-intensive linear algebra operations on massive floating-point data - from the simplest computation of the norm of a large vector to matrix multiplication and inversion, linear equation solving etc. - but the twist is that it has to produce results with low errors due to the limited precision of floating-point representation.

So, specifically, I would expect use of Kahan and pairwise summation and other such methods (or "tricks").

Requirements: Libre license, open source, gratis, has few requirements of its own, usable on Linux.

Nice-to-have features: Geared towards modern C++ (C++11 and up), has primitives separate from the more heavyweight algorithms.

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