Freeware C++ implementation of the famous Mersenne Twister pseudo-random number generator algorithm, known as one of the best generators, with a period of 2^19937-1. Written in 100% standard ISO C++. [Open Source]
A compact cross platform C++ matrix operations class library for Windows, Mac OS X and Linux. It provides over a hundred different matrix operations and interfaces to BLAS and LAPACK. [Commercial]
Template based math library for C++. Also has algorithms that compute the Smith and the Smith-McMillan form for matrices of polynomials or rational functions respectively.
Package containing double and single precision flavors of the Levenberg-Marquardt algorithm. Included are versions with analytic and finite difference approximated jacobians. [Open source, GPL]
A class which allows for developers to implement numbers much larger than previously allowed by built in data types in C++. (currently supports up to 1000 decimal places)