dlib C++ library
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.
Generally speaking, there is no focus on any specific domain in the library. It contains a variety of software objects for dealing with networking, threads (message passing, futures, etc.), graphical interfaces, complex data structures, linear algebra, machine learning, XML and text parsing, numerical optimization, Bayesian networks, and numerous other tasks.