http://www.brics.dk/~barnie/RealLib/
Its primary aim is to be efficient and to avoid the huge overheads usually associated with real number computations.
RealLib3, which is the current version of the library, makes this possible. In this version of the library, the user can work on both a layer where numbers are represented as terms describing the computation, and a layer where functions on real numbers compute on the level of approximations to the real number. The latter can be very fast, depending on the precision that is actually required...