Have you ever checked out the Intel Math Kernel Library? Intel MKL contains vecter math functions including exp as part of its Vector Math Library (VML). You can read more at the product website (http://www.intel.com/software/products/mkl/) or look at the documentation online (http://www.intel.com/software/products/mkl/docs/manuals.htm).
Intel MKL forum: http://softwareforums.intel.com/ids/board?board.id=MKL
I've been trying to download the VML library demo, but haven't had much luck. (The registration page said it'd send me a key, but hasn't so far.) However, I think the exp function in it would compute the result to full float precision, no? I don't absolutely need that much accuracy for my project, since a) the measurements from which the code is derived are only accurate to a few percent, and b) there's a random distribution being applied to it anyway.
I wouldlike to be able to trade off that excess accuracy for increased speed. Presently I'm using a 7-term McLaurin series approximation (your basic calculus one), but the code in the AM library looks as though it might be a bit faster.
I am afraid that I misunderstood your original request. I had thought you were looking vectors and not scalars. This is really out of the scope of the Intel MKL and I do not know what to recommend.