Once in Chalmers I asked my data compression teacher Thomas Erikson if he could suggest some C packets that could perform signal processing algorithms. He said that I could try IT++ , which was developed by him (I'm really proud of being his student) and was free and open source. It was quite attractive to me but I wasn't able to find anything useful due to my little programming experience then. Now I do recommend it to you because it's similar to Matlab but faster and COOLER. Enjoy it!

 IT++ is a C++ library of mathematical, signal processing, speech processing, and communications classes and functions. It is being developed by researchers in these areas and is widely used by researchers, both in the communications industry and universities. Since 2004, IT++ is also being developed as a part of the European Network of Excellence in Wireless Communications (NEWCOM). 

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Recently I compile IT++'s online documents to a single .chm file so that one can easily work with IT++ without the need of internet under Windows system.

The file can be downloaded on my website. Please note that the copyrights belongs to IT++.