This function exists on OS X and allows you to pass custom local to the function. setlocale is not thread-safe, and passing locale as parameter is.
If there is no equivalent, any way of locale-independent printf, or printf just for doubles (%g) will be ok.
You might try uselocale, which sets the thread locale (rather than the process locale) before calling printf.
There are locale-independent double to string convertion routines at http://www.netlib.org/fp/. String to double conversion is available too. The API is not very nice, but the code works.