GSL - GNU Scientific Library

Introduction

The GNU Scientific Library (GSL) is a numerical library for C and C++ programmers. It is free software under the GNU General Public License.

The library provides a wide range of mathematical routines such as random number generators, special functions and least-squares fitting. There are over 1000 functions in total with an extensive test suite.

The complete range of subject areas covered by the library includes,

Complex Numbers Roots of Polynomials
Special Functions Vectors and Matrices
Permutations Sorting
BLAS Support Linear Algebra
Eigensystems Fast Fourier Transforms
Quadrature Random Numbers
Quasi-Random Sequences Random Distributions
Statistics Histograms
N-Tuples Monte Carlo Integration
Simulated Annealing Differential Equations
Interpolation Numerical Differentiation
Chebyshev Approximation Series Acceleration
Discrete Hankel Transforms Root-Finding
Minimization Least-Squares Fitting
Physical Constants IEEE Floating-Point
Discrete Wavelet Transforms Basis splines

Unlike the licenses of proprietary numerical libraries the license of GSL does not restrict scientific cooperation.

It allows you to share your programs freely with others.

form:http://www.gnu.org/software/gsl/

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