GSL
The GNU Scientific Library
GSL
is a directory of C++ programs which
illustrate the use of the GNU Scientific Library.
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;

NTuples;

Numerical Differentiation;

Permutations;

Physical Constants;

Quadrature (Numerical Integration);

QuasiRandom 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

FermiDirac 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,
a C++ library which
implements the BLAS Level 1 vectorvector routines,
which is included in GSL.
BLAS2,
a FORTRAN90 library which
implements the BLAS Level 2 matrixvector routines,
which is included in GSL.
BLAS3,
a FORTRAN90 library which
implements
the BLAS Level 3 matrixmatrix routines,
which is included in GSL.
POLPAK,
a C++ library which
evaluates various recursive
polynomials and other special functions.
SPECFUN,
a FORTRAN77 library which
evaluates various special functions.
TEST_VALUES,
a C++ library which
returns a few values of various special functions.
Reference:

http://www.gnu.org/software/gsl/
the GSL home page.

Mark Gelassi, Jim Davies, James Tyler, Bryan Gough,
Reid Priedhorsky, Gerard Jungman, Michael Booth, Fabrice Rossi,
GNU Scientific Library Reference Manual,
Network Theory Limited, 2005,
ISBN: 0954612078.
Examples and Tests:
You can go up one level to
the C++ source codes.
Last revised on 31 August 2005.