Install GSL

The installation of the GNU Scientific Library is very simple and it worth using it for solving many simple numerical problems. The manual is very complete and easy to understand. It can also be useful to learn about the methods.

Installation

mkdir ~/soft
cd ~/soft

Direct Download

VERSION=1.15
wget ftp://ftp.gnu.org/gnu/gsl/gsl-$VERSION.tar.gz
tar -zxvf gsl-$VERSION.tar.gz
cd gsl-$VERSION

Version Control

(no working)

GSL development team uses Bazaar as version control system. First check that you have Autotools installed

sudo apt-get install autoconf automake libtool

then

mkdir -p ~/soft/gsl.bzr
cd ~/soft/gsl.bzr
bzr branch http://bzr.savannah.gnu.org/r/gsl/trunk
cd trunk
./autogen.sh
grep GSL_VERSION gsl_version.h

Compile

./configure --prefix=$HOME/usr CFLAGS="-fexceptions" --enable-maintainer-mode
time make --jobs 1 install

to remove:

rm -rf ~/usr/include/gsl
rm -rf ~/usr/lib/libgsl*

C++ Exceptions

The only subtle point on the compilation step is that we need to activate "-fexceptions" if we want to use C++ exceptions with GSL. GSL is written in and for plain C, without C++ exceptions in mind. Although it can be used from C++ natively. By default, most error reports are done by returning an status value or function pointer error handlers and not by exceptions. If -fexceptions flag not active during compilation any error function called from GSL that throws exceptions won't be catched in a try/catch block.

Once -fexceptions is active in GSL binaries, C++ code can convert usual abort/errors into nice C++ exceptions:

#include<gsl/gsl_errno.h>
#include<string>
#include<boost/lexical_cast.hpp>
#include<stdexcept>
#include<cassert>
namespace gsl{namespace error{
 struct exception : std::runtime_error{
  int const code_;
  exception(std::string const& c, int gsl_errno) : std::runtime_error(c), code_(gsl_errno){}
   int code() const{return code_;}
 };
 void handler(const char * reason, const char * file, int line, int gsl_errno){
   throw exception(
     std::string(reason)
     + " at " + std::string(file) + ":"+boost::lexical_cast<std::string>(line) 
     + " error code "+boost::lexical_cast<std::string>(gsl_errno) + ": " 
     + std::string(gsl_strerror(gsl_errno)),
     gsl_errno
   );
 }
 gsl_error_handler_t* set_handler(void (*a)(const char*, const char*, int, int)){
   return gsl_set_error_handler(a);
 }
 static gsl_error_handler_t* const native = set_handler(&handler);
}}

The rest of the code can be unchanged, the difference being that now abort errors can be handled by catching.

Non GSL

There are several C libraries that follow the design, quality and spirit of GSL. For example

• GLPK - GNU Linear Programming Kit
• FFTW - Large-scale Fast Fourier Transforms
• NLopt - nonlinear optimization with unconstrained, bound-constrained, and general nonlinear inequality constraints
• Cubature

NLopt install

This library overlaps with GSL Multidimensional Minimization, although it provides more optimization options (including global search methods), such as equality and inequality constrains of arbitrary forms and several algorithms.

VERSION=2.2.4
mkdir -p ~/soft
cd ~/soft
wget http://ab-initio.mit.edu/nlopt/nlopt-$VERSION.tar.gz
tar -zxvf nlopt-$VERSION.tar.gz
cd nlopt-$VERSION
./configure --prefix=$HOME/usr --libdir=$HOME/usr/lib$CLUSTER --with-cxx --enable-shared
make install

Notably the library includes a Matlab interface as described in the manual. The manual is located here.