GSL - GNU Scientific Library

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 NumbersRoots of Polynomials

Special FunctionsVectors and Matrices

PermutationsSorting

BLAS SupportLinear Algebra

EigensystemsFast Fourier Transforms

QuadratureRandom Numbers

Quasi-Random SequencesRandom Distributions

StatisticsHistograms

N-TuplesMonte Carlo Integration

Simulated AnnealingDifferential Equations

InterpolationNumerical Differentiation

Chebyshev ApproximationSeries Acceleration

Discrete Hankel TransformsRoot-Finding

MinimizationLeast-Squares Fitting

Physical ConstantsIEEE Floating-Point

Discrete Wavelet TransformsBasis splines

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.

The project website is : 

http://www.gnu.org/software/gsl/