gsl_multifit

[Brian Gough]

Kai Trukenmueller writes:
 > Thanks for the tip. It's much faster now, but still slower than octave.
 > 
 > Order:	(300,200)  (600,400)  (900,600)  (1200,1000)  (1500,1200)
 > Octave:  0.340s     3.320s     11.580s    1m9.680s    2m1.090s
 > gsl(QR): 0.390s     4.560s     22.690s    1m38.640s   5m1.580s

For extra speed try recompiling the library with -DGSL_RANGE_CHECK_OFF=1.
Range checking is currently enabled by default, for safety, and puts an
overhead on every matrix/vector operation.