The GNU Scientific Library (GSL) is a collection of routines for numerical computing. The routines have been written from scratch in C, and present a modern Applications Programming Interface (API) for C programmers, allowing wrappers to be written for very high level languages. The source code is distributed under the GNU General Public License.
The RubyGSL is a Ruby bidings for GSL. This provides higher-level interfaces to the GSL functions.
Ruby/GSL is tested on MacOS X (Darwin), Linux (Redhat 9.0), and Cygwin.
See here.