I just installed Armadillo math library, as well as OpenBLAS for faster operation and parallel computing support.
I'm mostly interested in the SVD algorithm so I ran a test with a small 3x3 matrix and it just ran fine. After that I tried a 1000x1000+ matrix, but it crashed. I then realized that beyond 128x128 matrices, the routine crashes!
I was thinking that it could come from the openBLAS library for which I used the precompiled binaries...
So before I run into trying to recompile openBLAS on my Windows (7 x64) system, if anyone had this problem or can give me some clues, it would be really appreciated.