Numpy and Scipy are so mature in this respect it is difficult to compete with them. I looked into implementing eigenvalue algorithms recently with the idea that I would just write a native Go library for doing this kinda stuff. However, reading the source of JAMA[1] was sufficiently humbling for me to realize this was not a good idea. (If you really want to be humbled try reading the fortran implementations in LAPACK.[2] I believe SRC/dgeesx.f is a good starting point)
[1] http://math.nist.gov/javanumerics/jama/ [2] http://www.netlib.org/lapack/#_software