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Dlib is a general purpose cross-platform C++ library designed using contract programming and modern C++ techniques. It is open source software and licensed under the Boost Software License. The introduction contains everything you need to know to get started using the library. However, if you have any questions, comments, or complaints feel free to email me or post in the sourceforge Forums.

Features:

Documentation
Unlike a lot of open source projects, this one provides complete and precise documentation for every class and function. There are also debugging modes that check the documented preconditions for functions. When this is enabled it will catch the vast majority of bugs caused by calling functions incorrectly or using objects in an incorrect manner.
Lots of example programs are provided
I consider the documentation to be the most important part of the library. So if you find anything that isn't documented, isn't clear, or has out of date documentation, tell me and I will fix it.
Portable Code
All non ISO C++ code is isolated inside the OS abstraction layers which are kept as small as possible. The rest of the library is either layered on top of the OS abstraction layers or is pure ISO C++.
Big/little endian agnostic
No other packages are required to use the library. Only APIs that are provided by an out of the box OS are needed.
The library is tested regularly on win32, Linux, and Mac OS X systems. However, it should work on any POSIX system and has been tested on Solaris, HPUX, and the BSDs.
Threading
The library provides a portable and simple threading API
A message passing pipe for inter-thread and inter-process communication
A timer object capable of generating events that are regularly spaced in time
Thread specific data
Threaded objects
Threaded functions
A thread_pool with support for futures
Networking
The library provides a portable and simple TCP sockets API
An object to help you make TCP based servers
A streambuf object that enables TCP sockets to interoperate with the C++ iostreams library
A simple HTTP server object you can use to embed a web server into your applications
A message passing pipe for inter-thread and inter-process communication
Graphical User Interfaces
The library provides a portable and simple core GUI API
Implemented on top of the core GUI API are numerous widgets
Unlike many other GUI toolkits, the entire dlib GUI toolkit is threadsafe
Numerical Algorithms
A fast matrix object implemented using the expression templates technique and capable of using BLAS and LAPACK libraries when available.
Numerous linear algebra and mathematical operations are defined for the matrix object such as the singular value decomposition, transpose, trig functions, etc.
General purpose unconstrained non-linear optimization algorithms using the conjugate gradient, BFGS, and L-BFGS techniques
Levenberg-Marquardt for solving non-linear least squares problems
Box-constrained derivative-free optimization via the BOBYQA algorithm
An implementation of the Optimized Cutting Plane Algorithm
Several quadratic program solvers
A big integer object
A random number object
Machine Learning Algorithms
Conventional SMO based Support Vector Machines for classification and regression
Reduced-rank methods for large-scale classification and regression
Relevance vector machines for classification and regression
General purpose multiclass classification tools
A Multiclass SVM
A tool for solving the optimization problem associated with structural support vector machines.
An online kernel RLS regression algorithm
An online SVM classification algorithm
An online kernelized centroid estimator/novelty detector
and offline support vector one-class classification
A kernelized k-means clustering algorithm
Radial Basis Function Networks
Multi layer perceptrons