A new module file gsl.lsp for the GNU Scientific Library is available here:
http://www.newlisp.org/modules/various/gsl.lsp.html
This first version contains functions for Cholesky, QR and SVD for decomposition of matrices and solving linear equations of type Ax = b. Many other functions are available in the GSL library:
http://www.gnu.org/software/gsl/
more could be implemented.