LGSL is a collection of numerical algorithms and functions for Lua, based on the GNU Scientific Library (GSL). It allows matrix and vector manipulation, linear algebra operations, special functions, and much more. LGSL is based on the numerical modules of GSL Shell, and aims to be an easy-to-include Lua module with a focus on numerical algorithms.
LGSL offers an intuitive interface to the GSL functions, giving you easy access to a well-tested scientific toolbox from your favourite Lua application. The bindings to GSL were made with the FFI library of LuaJIT. Thanks to LuaJIT, a Just-In-Time compiler for Lua, scripts which use LGSL can run at speeds comparable to optimized C code. A selection of functions were reimplemented in Lua to get the most out of LuaJIT.