Armadillo is a C++ linear algebra library (matrix maths) aiming towards a good balance between speed and ease of use. Integer, floating point, and complex numbers are supported, as well as a subset of trigonometric and statistics functions. Various matrix decompositions are provided through optional integration with LAPACK and ATLAS libraries. A delayed evaluation approach, based on template meta-programming, is used (during compile time) to combine several operations into one and reduce or eliminate the need for temporaries.
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.
The ATLAS (Automatically Tuned Linear Algebra Software) project is an ongoing research effort focusing on applying empirical techniques in order to provide portable performance. It provides C and Fortran77 interfaces to a portably efficient BLAS implementation, as well as a few routines from LAPACK.
FFTW is a fast C FFT library. It includes complex, real, symmetric, multidimensional, and parallel transforms, and can handle arbitrary array sizes efficiently.It is typically faster than other freely available FFT implementations, and is even competitive with vendor-tuned libraries (benchmarks are available at the homepage). To achieve this performance, it uses novel code generation and runtime self optimization techniques (along with many other tricks).
Calc is arbitrary precision arithmetic system that uses a C-like language. It's useful as a calculator, an algorithm prototype, and as a mathematical research tool. More importantly, calc provides a machine-independent means of computation. Calc comes with a rich set of builtin mathematical and programmatic functions.
SHTns is a high-performance Spherical Harmonic Transform library. It was designed for numerical simulation (fluid flows, mhd, etc.) in spherical geometries, but can be used for any kind of problem involving scalar or vector spherical harmonics. It is very fast, thanks to careful vectorization and runtime tuning. It supports multi-threaded transforms via OpenMP. It features scalar and vector transforms, synthesis and analysis, and flexible truncation and normalization. A Python interface is included.
CCMATH is a mathematics library, coded in C, that contains functions for linear algebra, numerical integration, geometry and trigonometry, curve fitting, roots and optimization, Fourier analysis, simulation generation, statistics, special functions, sorts and searches, time series models, complex arithmetic, and high precision computations.
gjrand is a programmer's library for pseudo-random numbers. It includes random number generator testing code and is intended for simulation, games, and "Monte-Carlo" algorithms. It produces pseudo-random numbers of the types: uniform integers, uniform reals, normally distributed reals, binomial, Poisson, integer permutation, chi-squared distribution, "Student" T distribution, and spherical distribution.