Botan is a crypto library written in C++. It provides a variety of cryptographic algorithms, including common ones such as AES, MD5, SHA, HMAC, RSA, Diffie-Hellman, DSA, and ECDSA, as well as many others that are more obscure or specialized. It also offers SSL/TLS (client and server), X.509v3 certificates and CRLs, and PKCS #10 certificate requests. A message processing system that uses a filter/pipeline metaphor allows for many common cryptographic tasks to be completed with just a few lines of code. Assembly and SIMD optimizations for common CPUs offers speedups for critical algorithms like AES and SHA-1.
FLENS is short for Flexible Library for Efficient Numerical Solutions. This C++ can be used as a builing block for the implementation of other (higher-level) numerical libraries or numerical applications. It is a C++ library (requires a C++11 conform compiler). Easy install, as FLENS is headers only. It gives you Matrix/vector types for dense linear algebra; a generic (i.e. templated) implementation of BLAS; and a generic reimplementation of LAPACK. If high performance BLAS libraries like ATLAS, GotoBLAS, etc. are available, you simply can link against them and boost performance.
LAPACK is a linear algebra library, based on LINPACK and EISPACK, designed to provide routines for handling simultaneous equations and matrix algebra efficiently, particularly on shared memory vector processors, parallel processors, and clusters. The code is written in Fortran, and requires the BLAS (Basic Linear Algebra Subprograms) library.
Higher Order Logic (HOL) is a programming environment in which theorems can be proved and proof tools implemented. Built-in decision procedures and theorem provers can automatically establish many simple theorems. An Oracle mechanism gives access to external programs such as SAT and BDD engines. HOL 4 is particularly suitable as a platform for implementing combinations of deduction, execution, and property checking.
SUNDIALS (SUite of Nonlinear and DIfferential/ALgebraic equation Solvers) provides robust time integrators and nonlinear solvers that can easily be incorporated into existing simulation codes. It requires minimal information from the user, allow users to easily supply their own data structures underneath the solvers, and allows for easy incorporation of user-supplied linear solvers and preconditioners.
Theano is a Python library that allows you to define, optimize, and evaluate mathematical expressions involving multi-dimensional arrays efficiently. Theano features tight integration with numpy, transparent use of a GPU, efficient symbolic differentiation, speed and stability optimizations, dynamic C code generation, and extensive unit-testing and self-verification. Theano has been powering large-scale computationally intensive scientific investigations since 2007. But it is also approachable enough to be used in the classroom (IFT6266 at the University of Montreal).
Chebfun is a collection of algorithms and a software system in object-oriented MATLAB that extends familiar powerful methods of numerical computation involving numbers to continuous or piecewise-continuous functions. It also implements continuous analogues of linear algebra notions like the QR decomposition and the SVD, and solves ordinary differential equations. The mathematical basis of the system combines tools of Chebyshev expansions, fast Fourier transform, barycentric interpolation, recursive zerofinding, and automatic differentiation.