Common C, C++, FORTRAN Libraries
From PHYSpedia
There are a number of common libraries for computational physics and numerical analysis. Here are a few links for tutorials and information for installation of commonly-used tools.
Special Functions
The GSL also has calls for C and C++ for a variety of linear algebra functions found in BLAS and other packages.
Linear Algebra
BLAS under Linux
Linear Algebra in Linux (BLAS/LAPACK)