2007 Oct 03 - Wed

GSL - GNU Scientific Library

I'm coming across all sorts of interesting things today. Another C++ library I've encountered is the GSL - GNU Scientific Library. From the web-site, it 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 with an extensive test suite.

Some of the subject areas covered include:

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