Description

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
Running Statistics
Sparse Matrices and Linear Algebra

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.