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- Blitz++
Scientific computing C++ library. Uses template techniques to achieve high performance. - C++ Matrix Template Class Library
Supports arithmetic operations, sub-matrix operations, inversion, various matrix decompositions, solution of simultaneous linear equations, and eigen value and eigen vector problem. (by Techsoft) - CLN - Class Library for Numbers
CLN is a library for computations with all kinds of numbers. It has a rich set of number classes: Integers (with unlimited precision), Rational numbers, Floating-point numbers, Complex numbers, Modular integers (integers modulo a fixed integer), Univariate polynomials. [Open Source, GPL] - Large Number Class
A class which allows for developers to implement numbers much larger than previously allowed by built in data types in C++. (currently supports up to 1000 decimal places) - Levenberg-Marquardt non-linear least squares algorithms in C/C++
Package containing double and single precision flavors of the Levenberg-Marquardt algorithm. Included are versions with analytic and finite difference approximated jacobians. [Open source, GPL] - Math Objects
Template based math library for C++. Also has algorithms that compute the Smith and the Smith-McMillan form for matrices of polynomials or rational functions respectively. - The Matrix Template Library
High-performance generic component library that provides comprehensive linear algebra functionality for a wide variety of matrix formats. - MatrixLib
A compact cross platform C++ matrix operations class library for Windows, Mac OS X and Linux. It provides over a hundred different matrix operations and interfaces to BLAS and LAPACK. [Commercial] - Newmat09: C++ Matrix Library
Emphasis is on the kind of operations needed in statistical calculations such as least squares, linear equation solve and eigenvalues. - The Object-Oriented Numerics Page
Scientific Computing in Object-Oriented Languages - OptSolve++
Provides a convenient and extensible interface for rapid nonlinear optimization or root-finding with user-specified functions. - SparseLib++
A C++ class library for efficient sparse matrix computations across various computational platforms.
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