True, but the problem I had (which I will admit was back in '99) is that there's no standard one. So, if you need to solve a system of ODEs and a linear system, you're invariably needing to convert between the two.
This is still true. This library uses Eigen, that one uses Boost, the other one uses a home grown one. And then you want to use another library, it uses Eigen (yay!), but an old version of Eigen and it won't compile against the current version.
C++ really crippled itself in this regard by never making a standard. I never bought Stroustrup's claims of "but you can write your own" for these reasons.