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The list is currently limited to OSS (because of easier research, not because of bias against closed source software). There is no limit regarding programming languages, license or API design. Computer algebra systems (CAS) are included. Function graphing, charts and other visualization as well as very specialized topics like neural network, cryptography or high energy physics are currently not included. Maybe some will be added later, in separate sections.
Java libraries
\[http://www.spaceroots.org/software/mantissa/index.html Mantissa\] - linear algebra, least squares, curve fitting, ordinary differential equations integrators, polynomials, random numbers, basic statistical analysis, optimization Wiki Markup
\[http://sourceforge.net/projects/hartmath HartMath\]unmigrated-wiki-markup Wiki Markup
\[http://dsd.lbl.gov/~hoschek/colt/ Colt\] - Open Source Libraries for High Performance Scientific and Technical Computing in Java.unmigrated-wiki-markup
\[http://jgrapht.sourceforge.net/ JGraphT\] - graph theory
http://openjgraph.sourceforge.net/
\[http://sourceforge.net/projects/jung/ Java Universal Network/Graph Framework\] - graph theory, graph layout Wiki Markup
\[http://jscience.dev.java.net/ JScience.org\]unmigrated-wiki-markup Wiki Markup
\[http://jpaul.sourceforge.net/ JPaul\] - includes graph theory algorithms
http://sourceforge.net/projects/math4j/ - somebody should tell this guy he's just reinventing the wheelunmigrated-wiki-markup
\[http://interval.sourceforge.net/interval/java/ia_math/README.html IA Math\] - interval arithmetic
C/C++
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\[http://math-atlas.sourceforge.net ATLAS\] - highly optimized BLAS library
Gnu Scientific Library (gsl?)
\[http://www.boost.org/ Boost\]unmigrated-wiki-markup Wiki Markup
\[http://sourceforge.net/projects/gjrand/ gjrand\] - random number generators and tests
\[http://pari.math.u-bordeaux.fr/ pari/pari-gp\] Wiki Markup Wiki Markup
\[http://www.ginac.de/ GiNAC\]unmigrated-wiki-markup\[
http://www.math.uni-augsburg.de/opt/goblin.html Goblin\] - graph theory
http://pigale.sourceforge.net/unmigrated-wiki-markup
\[http://sourceforge.net/projects/lpsolve/ lpsolve\] - mixed integer linear programming
GLPK - linear programming
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CAS, solvers, spreadsheets and similar stuff
GNU Octaveunmigrated-wiki-markup
\[http://scilabsoft.inria.fr/ SciLab\] \[http: Wiki Markup
//sourceforge.net/projects/maxima Maxima\] \[http://sourceforge Wiki Markup
.net/projects/yacas Yacas\]
\[http://www.r-project.org/ R\] Wiki Markup
http://sourceforge.net/projects/jscl-meditorunmigrated-wiki-markup
\[http://savannah.gnu.org/projects/pspp PSPP\] - statistical analysis
\[http://sourceforge.net/projects/matheclipse MathEclipse.org\] Wiki Markup Wiki Markup
\[http://wiki.axiom-developer.org/FrontPage Axiom\]