How to send a numpy array to armadillo (C++) and return a numpy array from armadillo

You can rely on cython and the numpy c interface for the data conversion. There are different projects that implement this including armanpy, a library for conversion between numpy and armadillo, or mlpack, a machine learning library that uses armadillo as its data and linear algebra backend. The easiest method that I found was to use the cyarma python library, which comes with simple examples of how to access the c++ armadillo functionality from within cython.

If you want to use purely C++ (without the cython) you could implement a conversion using the boost libraries.