还有个GSL - GNU Scientific Library

http://www.gnu.org/software/gsl/

Introduction

The GNU Scientific Library (GSL) is a numerical library for C and C++ programmers. It is free software under the GNU General Public License.

The library provides a wide range of mathematical routines such as random number generators, special functions and least-squares fitting. There are over 1000 functions in total with an extensive test suite.

The complete range of subject areas covered by the library includes,

Complex Numbers	Roots of Polynomials
Special Functions	Vectors and Matrices
Permutations	Sorting
BLAS Support	Linear Algebra
Eigensystems	Fast Fourier Transforms
Quadrature	Random Numbers
Quasi-Random Sequences	Random Distributions
Statistics	Histograms
N-Tuples	Monte Carlo Integration
Simulated Annealing	Differential Equations
Interpolation	Numerical Differentiation
Chebyshev Approximation	Series Acceleration
Discrete Hankel Transforms	Root-Finding
Minimization	Least-Squares Fitting
Physical Constants	IEEE Floating-Point
Discrete Wavelet Transforms	Basis splines

Unlike the licenses of proprietary numerical libraries the license of GSL does not restrict scientific cooperation. It allows you to share your programs freely with others.