The GNU Scientific Library (GSL) is a collection of routines for numerical computing.
The routines have been written from scratch in C, and present a modern Applications Programming Interface (API) for C programmers, allowing wrappers to be written for very high level languages.
The source code is distributed under the GNU General Public License.
preview:
http://www.gnu.org/software/gsl/manual/html_node/index.html#Top
04/13/2006