The GNU Scientific Library (GSL) covers these functions and is GPLed: http://www.gnu.org/software/gsl/ http://www.gnu.org/software/gsl/ GSL's design doc (https

The GNU Scientific Library (GSL) covers these functions and is GPLed: http://www.gnu.org/software/gsl/ http://www.gnu.org/software/gsl/ GSL's design doc (https://www.gnu.org/software/gsl/design/gsl-design.html https://www.gnu.org/software/gsl/design/gsl-design.html) explicitly names many libraries, including CEPHES, that its creators consider useful but with drawbacks, such as non-free licensing, that motivated GSL's creation. I'm not especially familiar with GSL except for a few functions I've used on occasion, and not with CEPHES at all, so I can't speak to other pros or cons.