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Oh, I got it. There are 2(very similar) ways to do this:

1) In your header file which includes all the libraries, instead of

#include <armadillo>

put

#include </usr/include/armadillo>

2) You can also use the library that you copied into the "include" folder of your package, by doing

#include <../include/armadillo>

Both seem to work. Can anyone else suggest any other method? It would be nice to know these things.

Thanks!

Nishant