GSL/Description
From ScientificComputing
The GNU Scientific Library (GSL) is a numerical library for C and C++ programmers. It is free software under the GNU General Public License. The library provides a wide range of mathematical routines such as random number generators, special functions and least-squares fitting. There are over 1000 functions in total with an extensive test suite. Unlike the licenses of proprietary numerical libraries the license of GSL does not restrict scientific cooperation. It allows you to share your programs freely with others.