A bug in the the precompiled versions of gnuplot that are distributed with recent releases of Debian Linux and some Linux-derived distributions affects anything involving numbers smaller than 1E-9. I’ve checked the version that is installed by the package manager for Ubuntu 10.04.3, which I’m running on my current main machine. This installs gnuplot version 4.2 patchlevel 6, and the bug described here is present. I may not have noticed because I use gnuplot v.4.4.3 that I compiled myself, which does not have the bug. You probably shouldn’t use gnuplot for anything critical until you’ve checked for this bug.
This bug notice alerted me to the problem and refers to gnuplot 4.4.0-1.1 on Debian, but the problem is clearly more widespread than that.