GSL - GNU Scientific Library

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The GNU Scientific Library (GSL) is a numerical library for C and C++ programmers. 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
  • Running Statistics
  • Sparse Matrices and Linear Algebra

https://www.gnu.org/software/gsl/

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