A GitHub repo for the MatrixMath Arduino library - http://playground.arduino.cc/Code/MatrixMath
This Arduino library for Matrix Mathematical operations gives you all the basics in a lean package, up to in-place matrix inversion. You will need to pay careful attention to matching matrix dimensions - this isn't Matlab!
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.
The original author didn't specify a License, but I'm going out on a limb and guessing that he implied GPL2.