General scientific libraries

• GSL – GNU Scientific Library [Link]
• The GNU Scientific Library (GSL) is a numerical library for C and C++ programmers. It is free software. The complete range of subject areas covered by the library includes: 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, Basis splines.