Scientific computing C++ library. Uses template techniques to achieve high performance.

CLN is a library for computations with all kinds of numbers. It has a rich set of number classes: Integers (with unlimited precision), Rational numbers, Floating-point numbers, Complex numbers, Modular integers (integers modulo a fixed integer), Univa...

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 C++ class library for efficient sparse matrix computations across various computational platforms.

High-performance generic component library that provides comprehensive linear algebra functionality for a wide variety of matrix formats.

Scientific Computing in Object-Oriented Languages

Emphasis is on the kind of operations needed in statistical calculations such as least squares, linear equation solve and eigenvalues.

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]

Provides a convenient and extensible interface for rapid nonlinear optimization or root-finding with user-specified functions.

Supports arithmetic operations, sub-matrix operations, inversion, various matrix decompositions, solution of simultaneous linear equations, and eigen value and eigen vector problem. (by Techsoft)