The GNU Scientific Library (GSL) is a collection of routines for numerical
computing. The routines are written from scratch by the GSL team in ANSI C,
and are meant to present a modern Applications Programming Interface (API)
for C programmers, while allowing wrappers to be written for very high level
languages. 

Example programs are available at http://www.silbsd.org/projects/GSL.tar.gz

WWW: http://www.gnu.org/software/gsl