The GNU Scientific Library (GSL) is a numerical library for C and C++ programmers. It is free software under the GNU General Public License.
The library 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 with an extensive test suite.
Step 1: The current version of GSL is gsl-1.16.tar.gz
Step 2: You may want to use the latest GCC 4.8.1 to compile. For more information on how to compile GCC 4.8.1, see Compiling GNU 4.8.1 on CentOS 6. This compilation will help to fix all the components required for gsl-1.16
Step 3: After packing gsl, To compile
# cd /root/gsl-1.15/ # mkdir build-gsl # cd build-gsl # ../configure --prefix=/usr/local/gsl-1.16/ # make # make install