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How to install a Library for C++ like Eigen and sharkML at vs code?

I am trying to install libraries like eigen, sharkMl, xtensor, and others in VSCode for C++. Please if anyone can help me to know the right way to do that.

All of these libraries use CMake for their build system so what I do is use CMake as my build system. My favorite way to do this is to use the libraries build systems to install them and then inlcude them with cmakes find_package function. This you can do by cloning the git repository for the library then build it and install it with cmake. On linux you do this by:

git clone https://gitlab.com/libeigen/eigen.git
cd eigen
mkdir build
cd build
cmake ..
sudo make install

VSCode has good integration for cmake so if you have the C/C++ Extension pack you will be able to build with cmake. In your project folder make a CMakeLists.txt file and add the packages you want:

add_executable(main main.cpp)    
find_package(Eigen3 3.4 NO_MODULE)
target_link_libraries(main Eigen3::Eigen)

(This example assumes the main cpp file is main.cpp and creates an executable called main) Then when you press ctr+shift+p and perform CMake: Configure you can select your compiler and build the executable.

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