License: Free/GNU.
Website: www.gnu.org/s/gsl/.
The GNU Scientific Library (GSL) is a numerical library for C and C++. The library provides a large variety of mathematical numerical routines, including random number generators, special functions, and least-squares fitting. There are over 1000 functions in total. Examples of the subject areas covered by the library include Complex Numbers, Roots of Polynomials, Special Functions, Vectors and Matrices, Permutations, Linear Algebra, Eigensystems, Fast Fourier Transforms, Quadrature, Random Numbers, Quasi-Random Sequences, Statistics, Histograms, and Monte Carlo Integration.