The GNU Scientific Library (GSL) includes convenient use to matrices among other things.  One convenient way to install GSL is using homebrew.  Once installed a quick “brew install gsl” will do the work for you.  To then use GSL with Xcode, do the following:

1. Create a new Xcode Project
2. Edit Build Settings
3. Under “Other Linker Flags” add the following:
   1. -lgsl
   2. -lgslcblas
4. Under “Header Search Path” add the following:
   1. /usr/local/Cellar/gsl/1.15/include
5. Under “Library Search Path” add the following:
   1. /usr/local/Cellar/gsl/1.15/lib
6. Add the appropriate #include to your source files for the GSL library you wish to use.  For example: #include <gsl/gsl_rng.h>
7. Code and Compile.

I recommend this blog post for more information – particularly if you wish to compile GSL by hand.