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/