The Open Toolkit library is a fast, low-level C# wrapper for OpenGL, OpenAL & OpenCL. It also includes windowing, mouse, keyboard and joystick input and a robust and fast math library, giving you everything you need to write your own renderer or game engine. OpenTK can be used standalone or inside a GUI on Windows, Linux, Mac.
Math library using HLSL syntax with multiplatform SIMD support
The Stan Math Library is a C++ template library for automatic differentiation of any order using forward, reverse, and mixed modes. It includes a range of built-in functions for probabilistic modeling, linear algebra, and equation solving.
Armadillo: fast C++ library for linear algebra (matrix maths) & scientific computing