I couldn't find any material regarding using gnu scientific library in swift under Linux. Is it possible? If so, then how?
For example, I am interested in generating random numbers with normal distribution with gsl_ran_gaussian
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It should be possible using, for example, system modules. See this question: Use a C library in Swift on Linux
Yet another approach is in answers to this question: Compile C code and expose it to Swift under Linux
If you want to use only a small subset of the API, then you might save some effort by writing a C wrapper around the needed functionality and calling that wrapper from Swift.