License: Commercial.
Website: http://www.nr.com.
A collection of widely used and reliable set of C++ numerical routines can be found in the book "Numerical Recipes: The Art of Scientific Computing, 3rd Edition". These set of routines are regarded as the "gold standard" by the top universities and research institutions around the world. There is an excellent associated website that can be found at http://www.nr.com/. The book contains the description of the theoretical background of the routines and it gives access to the C++ code. There are more than 400 C++ numerical routines covering topics, such as Solution of Linear Algebraic Equations, Matrix Algebra, Interpolation and Extrapolation, Integration, and Random Numbers.