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The DirectXMath API provides SIMD-friendly C++ types and functions for common linear algebra and graphics math operations common to DirectX applications.

The DirectXMath API provides SIMD-friendly C++ types and functions for common linear algebra and graphics math operations common to DirectX applications. The library provides optimized versions for Windows 32-bit (x86), Windows 64-bit (x64), Windows RT, and Windows Mobile through SSE and ARM-NEON intrinsics support in the Visual C++ compiler.

Source: MSDN

DirectXMath is also hosted on GitHub