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.
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 |
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.
It can be seen at http://www.gnu.org/software/gsl/ or http://sources.redhat.com/gsl/.