The GNU Scientific Library (GSL) is a collection of routines for numerical computing.
The routines have been written from scratch in C, and present a modern Applications
Programming Interface (API) for C programmers, allowing wrappers to be written for very
high level languages. The source code is distributed under the GNU General Public License.
[Routines available in GSL]
The library covers a wide range of topics in numerical computing. Routines are available
for the following areas,
Complex Numbers Roots of Polynomials
Special Functions Vectors and Matrices
Permutations Combinations
Sorting BLAS Support
Linear Algebra CBLAS Library
Fast Fourier Transforms Eigensystems
Random Numbers Quadrature
Random Distributions Quasi-Random Sequences
Histograms Statistics
Monte Carlo Integration N-Tuples
Differential Equations Simulated Annealing
Numerical Differentiation Interpolation
Series Acceleration Chebyshev Approximations
Root-Finding Discrete Hankel Transforms
Least-Squares Fitting Minimization
[An Example Program]
The following short program demonstrates the use of the library by computing the value of
the Bessel function J0(x) for x = 5,
The output is shown below, and should be correct to double-precision accuracy,
J0(5) = -1.775967713143382920e-01