User defined functions[1] in MySQL are dynamic libraries which are loaded and then you attach a function name to. A common example might be a hashing function that you want the DB to understand.[2]
That said, I bet just about every database supports something similar (and postgres' equivalent has already been provided by a sibling comment).
Is there a database where you can write stored procedures in C or C++?
Most of them. SQL-like languages like Oracle's PL/SQL are preferred, not because of any security problems but simply because it's much easier, specially when working with data sets.
That said, I bet just about every database supports something similar (and postgres' equivalent has already been provided by a sibling comment).
1: https://dev.mysql.com/doc/refman/5.5/en/create-function-udf....
2: https://www.percona.com/doc/percona-server/LATEST/management...