C libraries for Statistics

GNU Scientific Library (GSL):
http://www.gnu.org/software/gsl/
http://www.gnu.org/software/gsl/manual/gsl-ref.html

A C++ wrapper for GSL:
http://gslwrap.sourceforge.net/index.html

But for small or moderate project, it's really easy to wrap GSL C-lib in C++
by youself. I would recommend that way.

http://www.netlib.org/lapack/ (fortran)

For small matrices and such, I would recommend the Gnu ScientificLibrary (GSL: runs on linux & windows; probably Mactoo). For large matrices (say 100x100 or bigger), the GSL has somestability issues, and I would go toCLAPACK (the C version of the well-known Fortran LAPACK).

Try Intel IPP library...go tohttp://www.intel.com/cd/software/products/asmo-na/eng/perflib/ipp/index.htm

GSL (or uBLAS if you are using C++) for matrix stuff
GSL for some stats
FFTW for FFT

For small matrices and such, I would recommend the Gnu ScientificLibrary (GSL: runs on linux & windows; probably Mactoo). For large matrices (say 100x100 or bigger), the GSL has somestability issues, and I would go toCLAPACK (the C version of the well-known Fortran LAPACK).

For matrices, try LAPACK, which I believe is available in both C andFortran.Another suggestion is to get a hold of a book entitled "NumericalRecipes In C;" the latest edition is best -- as there were a fewerrors in the original edition.

Lori, Check out LINPAC on the web pages. There are C versions but itlooked to melike there may be differences dependent on the type of machine you'reusing. LINPACshould handle the matrix and FFT needed and as far as the stat goes itwill handle thelinalgebra needed there but you must put it into matrix form.