The DirectXMath API provides SIMD-friendly C++ types and functions for common linear algebra and graphics math operations common to DirectX applications. The library provides optimized versions for Windows 32-bit (x86), Windows 64-bit (x64), and Windows RT through SSE2 and ARM-NEON intrinsic support in the Visual Studio compiler.

The Windows SDK for Windows 8 ships with the DirectXMath library which is the next major revision of the C++ SIMD graphics math library known as “XNAMath” in the DirectX SDK and Xbox 360 XDK.

The DirectXMath Programming Guide on MSDN provides full detail on What’s New in the library, and a Code Migration guide for current users of XNAMath. For developers using DirectXMath for the first time, the Getting Started page has been expanded to provide more basic usage information.

DirectXMath provides a math solution optimized for Windows for more indepth details please see DirectXMath Programming Guide and reference material for the DirectXMath Library DirectXMath Programming Reference

The DirectXMath library is designed for C++ developers working on games and DirectX graphics in Windows Store apps and traditional desktop apps for Windows 8 and later. For more details see the DirectXMath Programming Guide section on “Using DirectXMath with Direct3D” <http://msdn.microsoft.com/en-us/library/windows/desktop/ff729728(v=vs.85).aspx>

Here are some DirectXMath links you might want to take a look at as well

http://blogs.msdn.com/b/chuckw/archive/2012/03/27/introducing-directxmath.aspx

http://blogs.msdn.com/b/chuckw/archive/2012/09/11/directxmath-sse-sse2-and-arm-neon.aspx

http://blogs.msdn.com/b/shawnhar/archive/2013/01/08/simplemath-a-simplified-wrapper-for-directxmath.aspx