SciPy - software for Mathematics, Science, and Engineering

SciPy (pronounced "Sigh Pie") is open-source software for mathematics, science, and engineering. The SciPy library is built to work with NumPy arrays, and provides many user-friendly and efficient numerical routines such as routines for numerical integration and optimization.

SciPy provides modules for Statistics, Optimization, Numerical integration, Linear algebra, Fourier transforms, Signal processing, Image processing, ODE solvers.

Sourceforge location: http://sourceforge.net/projects/scipy/