A comprehensive software library containing over 1400 general purpose mathematical and statistical routines written in Fortran 77. http://www.netlib.org/slatec/
A high quality "building block" routines for performing basic vector and matrix operations. Level 1 BLAS do vector-vector operations, Level 2 BLAS do matrix-vector operations, and Level 3 BLAS do matrix-matrix operations. http://www.netlib.org/blas/
Set of optimized, thread-safe mathematical functions for engineering, scientific and financial applications requiring high performance. The functional areas of the library include the BLAS and LAPACK Libraries, Discrete Fourier Transforms, Vector Math Lib http://www.intel.com/software/products/mkl/