GNU Scientific Library (GSL) -- library package

 The GNU Scientific Library (GSL) is a collection of routines for
 numerical analysis. The routines are written from scratch by the GSL
 team in C, and present a modern API for C programmers, while allowing
 wrappers to be written for very high level languages.
 .
 GSL includes data types and routines for complex numbers, vectors,
 matrices, basic linear algebra subroutines (BLAS), eigensystems,
 simulated annealing, minimization, root finding, pseudo-random
 numbers, least-squares fitting, fast Fourier transforms (FFT),
 differential equations, quadrature, Monte Carlo integration, special
 functions, physical constants, and much more.
 .
 This package provides the shared libraries required to run programs
 compiled with GNU GSL. To compile your own programs you also need to
 install libgsl-dev.
 .
 URL: http://www.gnu.org/software/gsl/