I'm coming across all sorts of interesting things today. Another C++ library I've encountered is the GSL - GNU Scientific Library. From the web-site, it 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.
Some of the subject areas covered include:
| 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 |
