If only it was also available for C++. Armadillo is nice but it has a lot of important differences, and doesn't seem to support more than 3 dimensional matrices.
I'm sure you can find more polished efforts if you look around.
There is Eigen but it wont do multidimensional stuff. Although there might be a few projects out there that wrap the multidimensional functionality around Eigen arrays.
https://bitbucket.org/eigen/eigen/src/039efd86b75ce1b72befb7...