Software libraries

[Andrew Mears]

I'm looking for software libraries to do the following,
	
	multidimensional numerical integration
	multidimensional optimisation (e.g. simplex, simulated
		annealing etc..)
	general stats
	regression and curve fitting 

Just thought I'd check if there were any public domain software
libraries around for these common routines. Most languages are
fine but C/C++ would be nice.

An internet site address would be useful.

Cheers,

Andrew
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