GSL

The GNU Scientific Library (GSL) is a numerical library for C and C++ programmers (the FGSL FORTRAN addon interface is installed). GSL provides a wide range of mathematical routines such as random number generators, special functions and least-squares fitting. Available as part of the OS distribution.

version 2.1
license GNU General Public Licence
website GSL
help manual(htmlpdf), beta manual(html, pdf)