Cross-Platform Play Sound

I have an array with samples pulled from a WAV file. I want to play sound from this sound array, not the WAV file, because the data in the array can be manipulated, and I don't want the user to have to save the file before hearing the results of the manipulation. I doubt C++ can do this, so I was wondering about a library that can do this?
wave data is just PCM. every audio streaming lib can play it back.

There are many options available:

- SFML
- SDL
- OpenAL
- DirectSound
- WinAPI's 'waveOut' functions
- FMod
Which API is the simplest to add a little sound to applications?
In windows you don't need any library. Foir linux check if there is a standard API for that (I highly doubt, but worth checking), only if it is not use a huge external library (which will increase executable file much.)
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