Is there any standard library of Matrix in c. Which I can implement across the platform. If not then kindly tell me OS dependent libraries of Matrix.
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There are so many.
In particular, you might want to look at the GNU scientific library.
Alternatively, you can just implement your own matrix operations.
Re cross platform:
GSL is very cross platform. According to the site, it compiles on around 12 operating systems (Solaris, Linux, darwin, various *BSDs and something called a SR8000 Super Technical Server). I would guess it could be compiled on embedded systems as well. For windows, you can either use cygwin or Gsl for Windows.
Which platforms are you planning on using?