I'm doing graphics research, and the numerical libraries is probably slightly different, but the ones I've found useful are: http://math.nist.gov/tnt/ http://eigen.tuxfamily.org/index.php?title=Main_Page http://www.cgal.org/

Also, I can't recommend "Numerical Recipies in C++" enough. This is a great book if you're not a wizard already, although the seriously good numerical mathematicians complain that it doesn't necessarily show you the absolute best way to do everthing. Its a great learning and example-code resource though! http://www.amazon.com/Numerical-Recipes-C-Scientific-Computi...