M++ isn't as well known as the RogueWave math.h++ libraries, but it has been around for many years. It has a number of features that distinguish it from the RogueWave classes, notably improved handling of temporaries.
M++ was explicitly designed to provide the functionality of an array language like Matlab or Gauss and it contains the Linpack, Eispack stuff found in RogueWave's Linpack.h++.
Dyad Software, also sell modules written in M++ for doing statistical work, including linear and nonlinear least squares estimation, as well as optimization, numerical integration, and differential equations.
Dyad Software 6947 Coal Creek Pkwy, Suite 361 Renton, WA 98059-3159 206-637-9426 (voice) 206-637-9428 (fax) 206-271-9486 (bbs)