C and C++ are usually the languages that are used for this because of their speed (ignoring Fortran as you didn't mention it). What you can take advantage of (which the icc compiler does a lot) is SSE instruction sets for a lot of floating point number crunching. Another thing that is possible is the use of CUDA and Stream API's for Nvidia/Ati respectively to do VERY fast floating point operations on the graphics card while leaving the CPU free to do the rest of the work.
