Needed: C Based Math Library

[Soumyo Sarkar]

We are developing some real time trading applications for which we need a
C-based math function library to run on the SUN.  Most of the functions we
need are in the areas of advanced time series, advanced regression
analysis, splines and matrix manipulation.  The library should be fast and
(needless to say) accurate.

Any suggestions, comments would be deeply appreciated.  Also if anybody
out there has linked C applications with the NAG Fortran Library on the
SUN, I would very much like to hear from you.

We're running Sun-3/3.5, but will be moving to 4.[01] in the near future.

Soumyo Sarkar
Shearson Lehman Hutton
New York
ss at shearson.com
uunet!slcpi!ss