GSL

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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.

The GNU Scientific Library (GSL) is a collection of routines for numerical analysis. The routines are written from scratch by the GSL team in C, and present a modern API for C programmers, while allowing wrappers to be written for very high level languages.

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The GNU Project
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Licence:
GNU GPL v3

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