Several natural sort implementations for C++ are available. A brief review:
natural_sort<> - based on Boost.Regex.
In my tests, it's roughly 20 times slower than other options.
Dirk Jagdmann's alnum.hpp, based on Dave Koelle's alphanum algorithm
Potential integer overlow issues for values over MAXINT
Martin Pool's natsort - written in C, but trivially usable from C++.
The only C/C++ implementation I've seen to offer a case insensitive version, which would seem to be a high priority for a "natural" sort.
Like the other implementations, it doesn't actually parse decimal points, but it does special case leading zeroes (anything with a leading 0 is assumed to be a fraction), which is a little weird but potentially useful.