GSL

The GNU Scientific Library. Provides a wide range of mathematical routines.

Introduction

The GNU Scientific Library (GSL) 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. The routines have been written from scratch in C, and present a modern API for C programmers, allowing wrappers to be written for very high level languages.

The library covers a wide range of topics in numerical computing. Routines are available for the following areas:

Complex Numbers Roots of Polynomials

Special Functions Vectors and Matrices

Permutations Combinations

Sorting BLAS Support

Linear Algebra CBLAS Library

Fast Fourier Transforms Eigensystems

Random Numbers Quadrature

Random Distributions Quasi-Random Sequences

Histograms Statistics

Monte Carlo Integration N-Tuples

Differential Equations Simulated Annealing

Numerical Differentiation Interpolation

Series Acceleration Chebyshev Approximations

Root-Finding Discrete Hankel Transforms

Least-Squares Fitting Minimization

IEEE Floating-Point Physical Constants

Basis Splines Wavelets

Modules

For the list of available gsl modules, use the command:

$ ml av gsl
---------------- /apps/modules/numlib -------------------
   GSL/2.5-intel-2017c    GSL/2.6-iccifort-2020.1.217    GSL/2.7-GCC-10.3.0 (D)
   GSL/2.6-GCC-10.2.0     GSL/2.6-iccifort-2020.4.304

Linking

Load an appropriate gsl module. Use the -lgsl switch to link your code against GSL. The GSL depends on cblas API to BLAS library, which must be supplied for linking. The BLAS may be provided, for example from the MKL library, as well as from the BLAS GSL library (-lgslcblas). Using the MKL is recommended.

Compiling and Linking With Intel Compilers

$ ml intel/2020b gsl/2.6-iccifort-2020.4.304
$ icc myprog.c -o myprog.x -Wl,-rpath=$LIBRARY_PATH -mkl -lgsl

Compiling and Linking With GNU Compilers

$ ml ml GCC/10.2.0 imkl/2020.4.304-iimpi-2020b GSL/2.6-iccifort-2020.4.304
$ gcc myprog.c -o myprog.x -Wl,-rpath=$LIBRARY_PATH -lmkl_intel_lp64 -lmkl_gnu_thread -lmkl_core -lgomp -lgsl

Example

Following is an example of a discrete wavelet transform implemented by GSL:

    #include <stdio.h>
    #include <math.h>
    #include <gsl/gsl_sort.h>
    #include <gsl/gsl_wavelet.h>

    int
    main (int argc, char **argv)
    {
      int i, n = 256, nc = 20;
      double *data = malloc (n * sizeof (double));
      double *abscoeff = malloc (n * sizeof (double));
      size_t *p = malloc (n * sizeof (size_t));

      gsl_wavelet *w;
      gsl_wavelet_workspace *work;

      w = gsl_wavelet_alloc (gsl_wavelet_daubechies, 4);
      work = gsl_wavelet_workspace_alloc (n);

      for (i=0; i<n; i++)
      data[i] = sin (3.141592654*(double)i/256.0);

      gsl_wavelet_transform_forward (w, data, 1, n, work);

      for (i = 0; i < n; i++)
        {
          abscoeff[i] = fabs (data[i]);
        }

      gsl_sort_index (p, abscoeff, 1, n);

      for (i = 0; (i + nc) < n; i++)
        data[p[i]] = 0;

      gsl_wavelet_transform_inverse (w, data, 1, n, work);

      for (i = 0; i < n; i++)
        {
          printf ("%gn", data[i]);
        }

      gsl_wavelet_free (w);
      gsl_wavelet_workspace_free (work);

      free (data);
      free (abscoeff);
      free (p);
      return 0;
    }

Load modules and compile:

$ ml intel/2020b gsl/GSL/2.6-iccifort-2020.4.304
$ icc dwt.c -o dwt.x -Wl,-rpath=$LIBRARY_PATH -mkl -lgsl

In this example, we compile the dwt.c code using the Intel compiler and link it to the MKL and GSL library, note the -mkl and -lgsl options. The library search path is compiled in, so that no modules are necessary to run the code.