The GNU Scientific Library (GSL) is a numerical library for C and
C++ programmers. It contains over 1000 mathematical routines written
in ANSI C. The library follows modern coding conventions, and lends
itself to being used in very high level languages (VHLLs).
The library covers the following subject 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
Further information can be found in the GSL Reference Manual.
Install the gsl package if you need a library for high-level
scientific numerical analysis.