www.scilua.org

This is a MIT licensed library for general purpose numerical computing
written entirely in Lua(JIT).

The Sci library is composed of a number of modules:

* alg: vector and matrix algebra operations;
* math: special mathematical functions;
* quad: quadrature (integration) algorithms for real-valued functions;
* fmin,fmax: function minimization and maximization via local and
global algorithms;
* prng: pseudo random number generators;
* qrng: quasi random number generators, also known as low discrepancy
sequence generators;
* dist: statistical distributions.


PS:
give a look  at
http://www.scilua.org/sci_math.html
to see the power of mathjax

--
luigi