GSL - GNU Scientific Library

The GNU Scientific Library (GSL) is a numerical library for C and C++ programmers. 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
• Running Statistics
• Sparse Matrices and Linear Algebra