Programmers using DirectX have access to the accompanying library full of routines that support various 3D math calculations. First it was D3DX - auxilliary library tightly coupled with DirectX itself. It's still there, but some time ago Microsoft released a new library called XNA Math. I've written about it here. This library also ships with latest versions of DirectX SDK (which was last updated in Jun 2010), but it is something completely new - a more independent, small, elegant and efficient library, portable between Windows (where it can use SSE2 or old FPU) and Xbox 360.
Now Microsoft comes up with another library called DirectXMath. See the official documentation and introductory blog post for details. As a successor of XNA Math, it looks very similar. Main differences are:
Sounds great? Well, I didn't tell yet how to get it. It's not shipped with DirectX SDK. You need the SDK for Windows 8. They say that:
The library is annotated using SAL2 (rather than the older VS-style or Windows-style annotations), so requires the standalone Windows SDK for Windows 8 Consumer Preview or some additional fixups to use with Visual C++ 2010.
So probably I'm not going to switch to this new library anytime soon :P