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.
Features:
- 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
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