Download Flagcal here
Here are some of the programs I written to find determinat, eign values, svd decomposition and inverse of square matrices. In most cases the input and output is in the form of '.mat' files, which are basically ascii files with first row having the number of rows/colums the matrix have followed by the rows. These programs use gsl and lapack/blas and you will need to find out how to link those on your computer.
Fast Fourier Transformation in West (FFTW) is a powerful FFT package which is quite useful in problems related to signal processing and data analysis. Here I have put some example programs in C for one, two and three dimensional Fourier transformation of the data (real in my case). Every example program not only produces a Fourier transformation (output file out_*d.out), it also does the inverse fourier transformation (output file rec_*d.out) in order to check the answers. You can plot the output files and input files using GNU plot. In the present case the data is created with a signal which has two harmonics which can be directly seen by plotting the output file.
Apart from three examples programs, there is a program for computing the frequency spectrum of the FFT and one program for creating the input data for example programs. You can download all the programs here or download the individual programs below.
Download a Makefile for cosmomc from here