Ch (v6.1 as of July 2009) is a cross-platform, C/C++ interpreter from softintegration.com. It touts
itself as "an embeddable C/C++ interpreter for cross-platform scripting,
shell programming, 2D/3D plotting, numerical computing, and
I have not tried it, but the
user testimonials page
has some convincing endorsements. The standard edition is free for
personal and commercial use. The professional edition, which has
built-in plotting support, is $500. Ch supports Win32 and Win64 as
well as several other platforms (linux, Mac OS X, Solaris).
There are also several toolkits for numerical analysis and web programming.