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
Series Acceleration Approximation Discrete Hankel
Root-Finding Minimization Transforms Least-Squares Fitting
Physical Constants IEEE Floating-Point