GNU Scientific Library

In computing, GNU Scientific Library (or GSL) is a software library written in the C programming language for numerical calculations in applied mathematics and science. The GSL is part of the GNU project and is distributed under the GNU General Public License.

The GSL can be used in C++, but not using pointers to member functions, because the type of pointer to member function is different from pointer to function. Instead, C++ programmers can use static functions redirecting to the correct member function, since the address used for static member functions in C++ is compatible with the GSL. C++ wrappers for GSL are available.

Sofware which uses GSL includes Octave, PSPP and Perl Data Language.

Example
The following example program calculates the value of the Bessel function for 5 :


 * 1) include 
 * 2) include 

int main (void) { double x = 5.0; double y = gsl_sf_bessel_J0 (x); printf ("J0(%g) = %.18e\n", x, y); return 0; } The example program has to be linked to the GSL library upon compilation: gcc $(gsl-config --cflags) example.c $(gsl-config --libs)

The output is shown below, and should be correct to double-precision accuracy: J0(5) = -1.775967713143382920e-01

Features
The software library provides facilities for:
 * Basic mathematical functions
 * Complex numbers
 * Polynomials
 * Special functions
 * Vectors and matrices
 * Permutations
 * Combinations
 * Sorting
 * BLAS
 * Linear algebra
 * Eigensystems
 * Fast Fourier transforms
 * Numerical integration
 * Random number generation
 * Quasi-random sequences
 * Random number distributions
 * Statistics
 * Histograms
 * N-tuples
 * Monte Carlo integration
 * Simulated annealing
 * Ordinary differential equations
 * Interpolation
 * Numerical differentiation
 * Chebyshev approximations
 * Series acceleration
 * Discrete Hankel transform
 * Root-finding in one and multiple dimensions
 * Minimization in one and multiple dimensions
 * Least-squares fitting
 * Nonlinear least-squares fitting
 * Physical constants
 * IEEE floating-point arithmetic