gsl

GNU Scientific Library

The GNU Scientific Library (GSL) is a collection of routines for numerical computing. The routines are written from scratch by the GSL team in ANSI C and present a modern Applications Programming Interface (API) for C programmers, while allowing wrappers to be written for very high level languages. The library covers the following areas: 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