GSL - GNU Scientific Library

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.

The project website is : 

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