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.
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).
TRIP is a general computer algebra system dedicated to celestial mechanics. It includes a numerical kernel and has interfaces to gnuplot and xmgrace. Computations can be performed with double, quadruple, or multi-precision. Users can dynamically load external libraries written in C, C++, or Fortran. Parallel computations on multivariate polynomials can be performed.
MathGL is a library for making high-quality scientific graphics under Linux and Windows, fast data plotting and handling of large data arrays, working in window and console modes, and easily embedding into other programs. It has more than 40 general types of graphics for 1d, 2d, and 3d data arrays. It can export graphics to raster and vector (EPS or SVG) formats. It has an OpenGL interface and can be used from console programs. It has functions for data handling and MGL language scripting for simplification of data plotting. It has several types of transparency and smoothed lightning, vector fonts and TeX-like formula drawing, an arbitrary curvilinear coordinate system, and many other useful things.
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.
libefgy is a set of C++ headers containing lots of templates loosely related to maths. The headers include templates for fractional arithmetic, big integers (and thus "big fractions"), calculating π, e, and some calculations with those (for trigonometrics), matrix manipulations, tuples, polar and Euclidian spaces in arbitrary dimensions, (perspective) projections, colour space manipulations in RGB and HSL, and assorted other things.
GSL shell offers an interactive user interface that gives access to the GSL collection of mathematical functions. It is based on the powerful and elegant scripting language Lua. GSL shell is not just a wrapper over the C API of GSL, but offers a much more simple and expressive way to use GSL. The objective is to give the user the power to easily access GSL functions without having to write a complete C application. It also has a powerful module to produce plots or almost any kind of graphics based on data or functions.