gsl
http://www.gnu.org/software/gsl/
GNU Scientific Library (GSL) 是一个用于科学计算的 C 语言类库。
该类库提供了关于数学计算的很多方面.
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 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 |
Discrete Wavelet Transforms | Basis 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.
fftw
http://www.fftw.org/index.html
FFTW is a C subroutine library for computing the discrete Fourier transform (DFT) in one or more dimensions, of arbitrary input size, and of both real and complex data (as well as of even/odd data, i.e. the discrete cosine/sine transforms or DCT/DST). We believe that FFTW, which is free software, should become theFFT library of choice for most applications.
FFTW是计算离散Fourier变换(DFT)的快速C程序的一个完整集合,它可计算一维或多维、实和复数据以及任意规模的DFT。FFTW还包含对共享和分布式存储系统的并行变换。FFTW由麻省理工学院计算机科学实验室超级计算技术组开发。
更多的gnu库可以见下面的地址
http://directory.fsf.org/category/libs/
http://directory.fsf.org/category/math/
等等