GSL and ALGLIB

[Sergey Bochkanov]

Hello!

What  do  GSL  developers think about using source code from ALGLIB in
GSL?   

ALGLIB  is an open source numerical analysis library distributed under
GPL   2+.  It  uses  automatic  translation  from  specially  designed
pseudocode  to  provide  same functionality in C++, C#, FreePascal and
other  programming  languages.  Project  aims  to  be highly portable,
compiler-  and  OS-independent. It is actively developed (new releases
each month).

ALGLIB contains many interesting algorithms which are missing in GSL.

For example, it includes:
* limited memory BFGS optimizer
* improved Levenberg-Marquardt optimizer
* bound constrained optimizer
* 2-dimensional   interpolation  (bilinear/bicubic  splines)
* scattered N-dimensional interpolation/fitting with linearithmic
  complexity.

It  should  be easy to write GSL-ish wrapper for ALGLIB. I can help if
someone  wants to implement it. However it is unclear what is GSL devs
position  on  using  external libraries. I've read past discussions on
FLAME and FFTW, but there was no decision.

-- 
With best regards,
 Sergey                          mailto:sergey.bochkanov@alglib.net