First Woman in Math?  Brilliant Life, Tragic Death

Hypatia of Alexandria (approx 360 – 415 AD) is generally considered as the first woman mentioned in the history of mathematics.  She is known for this distinction, and for her tragic/brutal death at the hands of Christians.  🙁
She was the Head of the Platonist School in Alexandria where she taught philosophy, astronomy, and passed along knowledge of Plato and Aristotle to students of all religions.  She was the daughter of Theon of Alexandria.
She became caught in the middle of a feud between the prefect and bishop of Alexandria, and in 415 AD, was kidnapped and brutally murdered by a band of local fanatical Christians. Some mark her death as the end of the classical era of Alexandria intellectual life.
For more details, with varying accounts, of her life – and death – see Hypatia of Alexandria. (This is a brief Wikipedia article which I also used as a source for some of the facts above.)