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Octave is a high-level language, primarily intended for numerical computations. It provides a convenient command line interface for solving linear and nonlinear problems numerically, and for performing other numerical experiments. It may also be used as a batch-oriented language.
The GNU Scientific Library (GSL) is a numerical library for C and C++ programmers.
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.
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.
Perl module for handling of numbers with arbitrary many uncertainties. Does automatic error propagation and scientific rounding.
An extension for outputting the objects in LaTeX syntax is available.
O2scl is an object-oriented library for numerics in C++ useful for solving, minimizing, differentiating, integrating, interpolating, fitting, and more. Classes operate on generic member functions and generic vector types. Includes classes from GSL and CERNLIB.