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By: jds2

gsl is a library of routines callable from C functions (although in principle
the dll could be called from other languages also).  So, yes, you need to write
a C program that calls the functions you want, then compile your program and
link against the gsl library.  This usually means that you link against a gsl
import library compatible with your linker and then make sure the dll's are
available when running your program.  You can also link against the gsl static
libraries and then not have to have the dll available.

"Compatible with your linker" is the rub.  If you use a gcc port (e.g. MinGW)
then you can use the import libraries (*.a files ) in the lib subdirectory 
directly.
For most other linkers you'd need to compile a static library or generate import
linraries from the dll's.  That's some work, or at least requires a reasonable
knowledge of the tools.  A lot of people use VC++ so there's some know-how 
around
for that compiler.  The easiest is to use a gcc port like MinGW so you can just
use the files in the gsl distribution.

Many of the subdirectories in the gsl source tree have test programs already
written.  If you can get them compiling, you'll know that you have the right
libraries & headers & settings.  The documentation has some info on programming
the various functions also.

Good luck.
Jerry

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