LMath library

LMath, based on DMath, is a mathematical library for FreePascal (FPC) and Lazarus.
It is entirely written in Pascal and does not depend on external libraries.
LMath provides routines and demo programs for numerical analysis, including
mathematical functions, probabilities, matrices, optimization, linear and
nonlinear equations, integration, Fast Fourier Transform, random numbers,
curve fitting, statistics and graphics.

It is organized s set of lazarus packages which makes it easily extensible and helps to include only really needed features in your project.