[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)