Long ago (iirc 2005), some SIG did an comparison of various expression parsers. The results are at:
http://www.mindspring.com/~rbwinston/ParserTestFiles.zip
including the classic Turbo Pascal one by Renate Schaaf.
In general, the faster ones generate native code, but are unportable, and might need fixing for DEP etc.
Writing a basic one yourself isn't that hard, and a standard task in many programming courses. I wrote one in FPC/Delphi (now part of the freepascal distribution as "Symbolic") and converted it later to Java (as an exercise in Java string handling. I still wake up screaming at night sometimes).
Its SVN location is
http://svn.freepascal.org/cgi-bin/viewvc.cgi/trunk/packages/symbolic/
Note to self: I still have some unfinished code somewhere to add user definable functions and boolean arithmetic. Must finish it someday :-)
