In a C++ application I\'m coding, I need to solve a system of non-linear equations (N equations, N unknowns).
The systems I\'m solving will be rather sm
Have you looked at COIN-OR? It might help if you submit your question to the OR-Exchange.
There is always GSL, but all the comments made in the other answers apply to this as well:
http://www.gnu.org/software/gsl/manual/html_node/Multidimensional-Root_002dFinding.html#index-nonlinear-systems-of-equations_002c-solution-of-2426