MATLAB is a technical computing environment for high-performance numeric computation and visualization. MATLAB integrates numerical analysis, matrix computation, signal processing, and graphics in an easy-to-use environment where problems and solutions are expressed just as they are written mathematically--without traditional programming.
Mathematics & Statistics
FFTW is a C subroutine library for computing the Discrete Fourier Transform (DFT) in one or more dimensions, of arbitrary input size, and of both real and complex data. It is portable and performs well on a wide variety of platforms.
High-performance, multithreaded mathematics libraries for linear algebra, fast Fourier transforms, vector math, and more.