The GNU Scientific Library (GSL) is a collection of routines for
numerical computing. The routines are written from scratch by the GSL
team in C, and present a modern Applications Programming Interface
(API) for C programmers, allowing wrappers to be written for very high
level languages.
The library covers the following areas,
ComplexNumbers
Roots of Polynomials
Special Functions
Vectors and Matrices
Permutations
Combinations
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 Approximations
Series Acceleration
Discrete Hankel Transforms
Root-Finding
Minimization
Least-Squares Fitting
Physical Constants
IEEE Floating-Point
For more information please consult the GSL Reference Manual, which is
available as an info file. You can read it online using the shell
command
info gsl-ref
(if the library is installed).
