The GNU Scientific Library (GSL) is a collection of routines for numerical computing. The routines have been written from scratch in C, and present a modern Applications Programming Interface (API) for C programmers, allowing wrappers to be written for very high level languages. The source code is distributed under the GNU General Public License.
RubyGSL is a Ruby extension for GSL. This provides higher-level interfaces to the GSL functions.
See here.