The library covers a wide range of topics in numerical computing. Routines are available for the following areas,
Complex Numbers | Roots of Polynomials
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Special Functions | Vectors and Matrices
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Permutations | Combinations
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Sorting | BLAS Support
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Linear Algebra | BLAS Support
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Fast Fourier Transforms | Eigensystems
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Random Numbers | Quadrature
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Random Distributions | Quasi-Random Sequences
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Histograms | Statistics
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Monte Carlo Integration | N-Tuples
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Differential Equations | Simulated Annealing
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Numerical Differentiation | Interpolation
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Series Acceleration | Chebyshev Approximations
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Root-Finding | Discrete Hankel Transforms
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Least-Squares Fitting | Minimization
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IEEE Floating-Point | Physical Constants |