GSL - GNU Scientific Libraries
Installation Steps:
$ wget http://gnu.tropicalnorthqueensland.com.au/gnu/gsl/gsl-1.14.tar.gz
$ tar zxvf gsl-1.14.tar.gz
$ cd gsl-1.14
$ tar zxvf gsl-1.14.tar.gz
$ cd gsl-1.14
$ ./configure
$ make
If you have sudo access, then
$ sudo make install
If you want it to be created in a local directory
$ make install DESTDIR=/path/to/directory/
On Ubuntu,
$ sudo apt-get install gsl-bin