I would suggest the GNU scientific library (GSL). It has been designed with high quality linear algebra software. Supports both real and complex-valued data types. http://www.gnu. read more
CLAPACK is the library which uder the hood uses very high-performance BLAS library, as do other libraries, like ATLAS. GSL is a standalone C library, not as fast as any based on BLAS. However its performance is still quite good (not extremely good though) and is used quite often; mostly because of its portability. read more