GSL
The GNU Scientific Library

GSL is the GNU Scientific Library, a library of C++ routines, using double precision arithmetic.

GSL includes routines for

• BLAS (Basic Linear Algebra Subprogram) support;
• Chebyshev Approximation;
• Complex numbers;
• Differential Equations;
• Discrete Hankel Transforms;
• Eigenvalues and Eigenvectors;
• FFT, Fast Fourier Transforms;
• Histograms;
• IEEE Floating Point Calculations;
• Interpolation;
• Least Squares Fitting;
• Linear Algebra;
• Minimization;
• Monte Carlo Integration;
• N-Tuples;
• Numerical Differentiation;
• Permutations;
• Physical Constants;
• Quadrature (Numerical Integration);
• Quasi-Random sequences;
• Random Distributions;
• Random Number Generation;
• Root finding of general nonlinear equations;
• Roots of Polynomials;
• Series Acceleration;
• Simulated Annealing;
• Sorting;
• Special Functions
  • Airy
  • Bessel
  • Clausen
  • Coulomb
  • Coupling (Wigner 3j, 6j, 9j)
  • Dawson
  • Debye
  • Dilogarithm
  • Elliptic Integrals and Functions
  • Error Function
  • Exponential Function and Integrals
  • Fermi-Dirac Function
  • Gamma
  • Gegenbauer
  • Hypergeometric
  • Laguerre
  • Lambert W
  • Legendre Functions; Spherical Harmonics
  • Logarithm
  • Power
  • Psi or Digamma
  • Synchrotron
  • Transport
  • Trigonometric Functions
  • Zeta
• Statistics;
• Vectors and matrices;

Usage:

g++ myprog.C -lgsl -lgslcblas

compiles myprog.C and links it with GSL and the necessary BLAS routines.

Related Data and Programs:

BLAS1 is a C++ library of routines implementing the BLAS Level 1 vector-vector routines, which is included in GSL.

BLAS2 is a FORTRAN90 library of routines implementing the BLAS Level 2 matrix-vector routines, which is included in GSL.

BLAS3 is a FORTRAN90 library of routines implementing the BLAS Level 3 matrix-matrix routines, which is included in GSL.

POLPAK is a C++ library of routines evaluating various recursive polynomials and other special functions.

SPECFUN is a FORTRAN77 library of routines evaluating various special functions.

TEST_VALUES is a C++ library of routines which return a few values of various special functions.

Reference:

1. http://www.gnu.org/software/gsl/ the GSL home page.
2. Mark Gelassi, Jim Davies, James Tyler, Bryan Gough, Reid Priedhorsky, Gerard Jungman, Michael Booth, Fabrice Rossi,
   GNU Scientific Library Reference Manual,
   ../../pdf/gsl.pdf
   

Examples and Tests:

• gsl_test.C, a calling program;
• gsl_test.csh, commands to compile and run the calling program;
• gsl_test.out, the sample output.

You can go up one level to the C++ source codes.