[timr]

Try LAPACK. Incredibly fast, and a minimal license. You'll have to deal with FORTRAN, though.

[forkandwait]

I don't want to write my own binary dataformats, and I don't want to deal with FORTRAN.

[repsilat]

Eigen doesn't help with the first problem, but it does with the second - written in C++ with some nice expression template magic for efficiency. Comparable performance to LAPACK and LGPL licensed.