I realize that there are several c++ libraries, but I would greatly prefer C. I found this, but it appears to be for Mac only: https://github.com/rsebbe/CeedMath
(Shameless self advertisement) You may be interested in my linmath.h. Be warned though that I update it only occassionally and some parts may still contain weird bugs. Please report anything you may find.
You should take a look at gsl for your math operations, and gmp for arbitrary precision numbers. They are both cross platform, gnu c libraries that are highly optimized for speed and have support for many types of operations.
Cheers, Ned
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