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.
- http://math-objects.sourceforge.net/

CVM Library
- A set of complex number, vector, and matrix classes written in ANSI C++. It is designed to give an intuitive interface to these objects in much the same semantics as the built-in C++ types.
- http://www.cvmlibrary.net

SparseLib++
- A C++ class library for efficient sparse matrix computations across various computational platforms.
- http://math.nist.gov/sparselib%2b%2b/

OptSolve++
- Provides a convenient and extensible interface for rapid nonlinear optimization or root-finding with user-specified functions.
- http://www.txcorp.com/products/optsolve/

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]
- http://www.ics.forth.gr/%7elourakis/levmar/

SourcePro Analysis
- Object-oriented numerical computation class-library from Rogue Wave.
- http://www.roguewave.com/products/sourcepro/analysis/

Newmat09: C++ Matrix Library
- Emphasis is on the kind of operations needed in statistical calculations such as least squares, linear equation solve and eigenvalues.
- http://www.robertnz.net/nm_intro.htm

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)
- http://lnc.sourceforge.net/

The Matrix Template Library
- High-performance generic component library that provides comprehensive linear algebra functionality for a wide variety of matrix formats.
- http://www.osl.iu.edu/research/mtl/

The Object-Oriented Numerics Page
- Scientific Computing in Object-Oriented Languages
- http://www.oonumerics.org/

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)
- http://www.techsoftpl.com/matrix/

Blitz++
- Scientific computing C++ library. Uses template techniques to achieve high performance.
- http://www.oonumerics.org/blitz/