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I wish to perform some mathematical operations including Design of Experiments, Optimization Techniques, Sensitivity Analysis and Six-Sigma based Robust design for Aerospace Design project. I am developing applications for mechanical design engineers.

I understand there are a few libraries like DAKOTA from sandia national labs that help application developers with numerical methods. Is there any other library that you are aware of? It would be better if it can be used in commercial projects without any license violation (like LGPL).

Many Thanks.

A: 

I'd advise you to forget this project until you've checked out MATLAB and other commercial tools to see if they could solve the problem for you. They have a wider code base than you'll ever have; the product has been in the field for a long time; it's already in place. Spending money on licenses would be far preferable to a long build process.

duffymo