Numerical Algorithms in C
This is the complete code for the classic Numerical Algorithms in ALGOL (NUMAL) library, translated to C.
I added some makefiles that allow it to compile on modern machines (though only linux has been tested recently).
Many of the routines are no longer state-of-the-art, but the code is still an interesting and useful reference. The library is also quite compact, and it is easy to pick out individual files. I suspect it would be reasonably fast and sufficiently accurate for many problems (except linear algebra; I would stay away from chapter 3).
CHAPTER1 — Basic vector, matrix, complex number, and long integer operations
CHAPTER2 — Finite series and polynomials
CHAPTER3 — Linear algebra
CHAPTER4 — Analytic evaluations: infinite series, integrals, differentiation
CHAPTER5 — Non-linear solvers, optimization, differential equations
CHAPTER6 — Special functions
CHAPTER7 — Interpolation and approximation