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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. Topics include:

Complex Numbers

Special Functions

Permutations

Sorting

Linear Algebra

Fast Fourier Transforms

Random Numbers

Random Distributions

Histograms

Monte Carlo Integration

Differential Equations

Numerical Differentiation

Series Acceleration

Root-Finding

Least-Squares Fitting

IEEE Floating-Point

Basis Splines

Roots of Polynomials

Vectors and Matrices

Combinations

BLAS Support

CBLAS Library

Eigensystems

Quadrature

Quasi-Random Sequences

Statistics

N-Tuples

Simulated Annealing

Interpolation

Chebyshev Approximations

Discrete Hankel Transforms

Minimization

Physical Constants

Wavelets

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