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
Documentation:
- GSL on the GNU pages
- GSL ReferenceManual - HTML Postscript
- GSL Howto from CERN