>>>>> "Andrew" == Andrew Mears <andrewm at IRIS.BIO.UTS.EDU.AU> writes:
Andrew> Just thought I'd check if there were any public domain software
Andrew> libraries around for these common routines. Most languages are
Andrew> fine but C/C++ would be nice.
There is a relevant frequent posting to sci.math.num-analysis if you
insist on C.
Andrew> An internet site address would be useful.
The canonical answer is ftp://netlib.att.com/netlib (and mirrors) plus
statlib (whose address I don't have, but mirrored at
ftp://unix.hensa.ac.uk/mirrors and doubtless in Au). Also consult
http://gams.nist.gov. However, these sources are in general `freely
available', not necessarily `public domain'.