GSLL

The GNU Scientific Library for Lisp (GSLL) allows you to use
the GNU Scientific
Library (GSL) from Common Lisp. This library provides a
full range of common mathematics operations useful to
scientific and engineering applications. The design of the GSLL
interface is such that access to most of the GSL library is
possible in a Lisp-natural way; the intent is that the user not
be hampered by the restrictions of the C language in which GSL
has been written. GSLL thus provides interactive use of GSL for
getting quick answers, even for someone not intending
to program in Lisp.
Topics include:
roots of polynomials, special functions, vector and matrix operations,
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, IEEE floating-point,
discrete wavelet transforms.