gsl

GNU Scientific Library (GSL) is a free, open-source numerical library written in C for the C and C++ programming languages. It provides a wide range of routines for scientific computing, organized into modules such as linear algebra, special functions, numerical integration and differentiation, interpolation, nonlinear equation solving, minimization, ordinary differential equation solvers, Fourier transforms, random number generation, and statistics. The library emphasizes a consistent API, portability, and tested numerical correctness, making it a common foundation for research code and teaching examples.

Usage and design: GSL is a pure C library with an extensive API designed to be straightforward to use from C or C++. It focuses on robust error handling, thorough documentation, and cross-platform compatibility. It supports both dense and sparse linear algebra, various quadrature rules, and a range of numerical solvers. The library also provides facilities for probability distributions and random number streams, enabling Monte Carlo and stochastic simulations within the same framework.

Bindings and ecosystem: Beyond C and C++, GSL has bindings and wrappers for other languages, including Python (via pyGSL and other interfaces), and there are packages in various scientific environments that link to GSL for core numerics. The project is maintained by an international community of contributors, with a public repository of source, tests, and documentation.

History and license: GSL originated in the late 1990s under the guidance of Brian Gough and has since become a widely used component of scientific software. It is distributed as free software under the GNU General Public License, allowing redistribution and modification.