[dietlbomb]

I've tinkered with CL for numerical analysis, but always have had trouble picking good libraries to help. Do you have any recommendations for good libraries for scientific computing (especially some that will run in Windows)?

[dreamcompiler]

I mostly just write my own stuff directly in CL like Runge-Kutta solvers, FFT, etc.

Here's a library I trust for linear algebra that uses BLAS and LAPACK. I haven't tried it on Windows.

https://github.com/rigetti/magicl

And of course there's always Maxima, the clone of Macsyma which was the grandfather of Mathematica:

https://en.wikipedia.org/wiki/Maxima_(software)