I'm not sure what you need. MATLAB Coder does support the SPLINE, PCHIP, and PPVAL.
I don't know that much about what C libraries can be found for that, and seems to me that a forum about MATLAB is perhaps not the best place even to ask that sort of question, but back in the old days, if we didn't write it ourselves, we'd go to www.netlib.org and search for something. There are some least squares codes there, for example. Most of what's there is going to be in FORTRAN, but the old school solution to that was to convert them to C with F2C.
