Sieve of Sundaram (for finding prime numbers)

Pyth, 23 bytes

2j@JSQmhyd-Jm+sdy*Fd^J2

Demonstration

Really just implements the algorithm as given.

Haskell, 93 90 bytes

import Data.List
g n=unlines[show$2*x+1|r<-[[1..n]],x<-2:(r\\[i+j+2*i*j|j<-r,i<-r]),2*x<n]

How it works: [i+j+2*i*j|j<-r,i<-r] are all i+j+2ij which are removed (\\) from [1..n]. Scale to 2x+1 and turn them into a string (show). Join with NL (unlines).