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.
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