I program in Java because it is cross-platform (for example, use <A HREF="https://processing.org/">Processing</A>) and it does not have much 
compilation problems (in C++, you need to take care of order when including headers). <BR>

Some libraries I use:
<ul>
<li><A HREF="https://math.nist.gov/javanumerics/jama/">JAMA</A>: Matrix library Jama.jar (ex: symmetric real eigenvalues)
<li><A HREF="http://www.apfloat.org/">Apfloat</A>: Apfloat arbitrary precision library (ex: Lambert W function)
<li><A HREF="https://github.com/OpenSourcePhysics/osp">Open source physics</A>, osp.jar (complex eigenvalues)
</ul>


<HR>
Example of using ApFloat  (put jar in directory 'code'):<BR>

<pre>
import org.apfloat.Apfloat;
import org.apfloat.ApfloatMath;

void init()
{
  Apfloat x = new Apfloat(2, 1000);
  System.out.println(ApfloatMath.sqrt(x));
}


void setup()
{
  init();
}
</pre>