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Numerics
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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)
 
Math.h++ - Object-oriented numerical computation class-library from Rogue Wave
 
Newmat09: C++ Matrix Library - Emphasis is on the kind of operations needed in statistical calculations such as least squares, linear equation solve and eigenvalues.
 
Object-oriented Numerics - A list of few numerics C++ libraries.
 
OptSolve++ - Provides a convenient and extensible interface for rapid nonlinear optimization or root-finding with user-specified functions.
 
Piologie - A library for arbitrary precision arithmetic, operating on natural, integer and rational numbers.
 
The Matrix Template Library - High-performance generic component library that provides comprehensive linear algebra functionality for a wide variety of matrix formats.
 
The Object-Oriented Numerics Page - Scientific Computing in Object-Oriented Languages
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