http://ixpress.spaces.live.com/blog/cns!8BCB40263F366272!683.entry
1. 下载最新版GSL
@ http://gnuwin32.sourceforge.net/packages/gsl.htm 最新的好像是1.9，不过这里只有1.8，估计1.9还在测试，不过无所谓。
需要下载的是前两个文件：Complete package, except sources和Sources。然后安装。
2. 配置VS和GSL
在VS的菜单tools->options->project and solutions->VC++ directiories里面设置include,bin,lib,sources的文件夹，分别对应gsl的安装目录。include就到gsl的 include就行了，不要到include/gsl下面
然后打开GSL的src文件夹，下面有个VC8文件夹，打开里面的libgsl.sln工程文件并编译（把四种库，debug release 静态 动态全编译了）。然后打开输出文件夹，把lib文件拷到gsl根目录的lib，把dll拷到system32
3. 写程序
工程向导win32 控制台程序。生成之后在工程配置里面找到C/C++ Generation下面的Runtime Libary，改成/MT或者/MTD。
链接gsl的库有两种，静态的和动态的
静态要加入libgsl.lib 和 libgslcblas.lib (release) 或者 libgsl_d.lib 和 libgslcblas_d.lib(debug)
动态dll要加入libgsl_dll.lib 和 libgslcblas_dll.lib (release) 或者 libgsl_dll_d.lib 和 libgslcblas_dll_d.lib(debug)，此外还要写上#define GSL_DLL
加库可以这样
#pragma comment(lib,"libgsl.lib")
#pragma comment(lib, "libgslcblas.lib")
#pragma comment(lib, "libgslcblas.lib")
4. 其他
然后就欧了。不过在MFC里面好像编译不了静态链接模式的程序，应该是那个/MT冲突之类的，我不知道。实在不行用dll么。
不过这个gsl就不能出个面向对象的么，看见指针数组就烦。
另附英文介绍一篇：http://www.quantcode.com/modules/smartfaq/faq.php?faqid=33
DOWNLOAD AND INSTALL GSL SOFTWARE
1.Download gsl-1.8.exe from http://sourceforge.net/project/showfiles.php?group_id=23617&package_id=19804
(contains binaries and .lib files)
2.Execute and finish the installation.
3.Download gsl-1.8-src.exe from http://sourceforge.net/project/showfiles.php?group_id=23617&package_id=19804
4.Execute and finish the installation.
INSTALL VISUAL C++ EXPRESS
If you have not installed Visual C++ 2005 express, use this link :
http://msdn.microsoft.com/vstudio/express/downloads/
select visual C++ express
BUILD GSL LIBRARIES FOR Visual studio
1. Launch Visual C++ Studio
2. Open project C:\Program Files\GnuWin32\src\gsl\1.8\gsl-1.8\VC8\libgsl.sln (assuming default path - replace if it is a different location)
3. Do a build all
4.Verify that after build is complete, new files are generated in subfolders in C:\Program Files\GnuWin32\src\gsl\1.8\gsl-1.8\VC8\libgsl
CONFIGURE PATH SETTINGS IN VISUAL C++ STUDIO
1.Launch Visual C++ studio
2.Select Tools->Options Menu
3.On the tree display in the Options dialog box, select branch for Projects and solutions->VC++ directories
4.On the right side of the dialog, select Executable files in the "show directories for" combo box and add the following paths:
C:\Program Files\GnuWin32\src\gsl\1.8\gsl-1.8\VC8\libgslcblas\Debug-DLL
C:\Program Files\GnuWin32\src\gsl\1.8\gsl-1.8\VC8\libgsl\Debug-DLL
5.In the "show directories for" combo box select "Include files" and add the following path:
C:\Program Files\GnuWin32\include
6.In the "show directories for" combo box select "Library files" and add the following paths:
C:\Program Files\GnuWin32\src\gsl\1.8\gsl-1.8\VC8\libgsl\Debug-DLL
C:\Program Files\GnuWin32\src\gsl\1.8\gsl-1.8\VC8\libgslcblas\Debug-DLL
HOW DO I USE GSL LIBRARY IN MY VC++ PROJECT?
1.Launch Visual studio
2.Open your VC++ project.
3.select menu Project -> properties
4.In the property pages dialog, select tree item "configration properties->Linker->Input
5.On the right hand side details, choose the field "Additional Dependencies" and append the following entries by clicking the ... button:
libgsl_dll_d.lib
libgslcblas_dll_d.lib
1.Download gsl-1.8.exe from http://sourceforge.net/project/showfiles.php?group_id=23617&package_id=19804
(contains binaries and .lib files)
2.Execute and finish the installation.
3.Download gsl-1.8-src.exe from http://sourceforge.net/project/showfiles.php?group_id=23617&package_id=19804
4.Execute and finish the installation.
INSTALL VISUAL C++ EXPRESS
If you have not installed Visual C++ 2005 express, use this link :
http://msdn.microsoft.com/vstudio/express/downloads/
select visual C++ express
BUILD GSL LIBRARIES FOR Visual studio
1. Launch Visual C++ Studio
2. Open project C:\Program Files\GnuWin32\src\gsl\1.8\gsl-1.8\VC8\libgsl.sln (assuming default path - replace if it is a different location)
3. Do a build all
4.Verify that after build is complete, new files are generated in subfolders in C:\Program Files\GnuWin32\src\gsl\1.8\gsl-1.8\VC8\libgsl
CONFIGURE PATH SETTINGS IN VISUAL C++ STUDIO
1.Launch Visual C++ studio
2.Select Tools->Options Menu
3.On the tree display in the Options dialog box, select branch for Projects and solutions->VC++ directories
4.On the right side of the dialog, select Executable files in the "show directories for" combo box and add the following paths:
C:\Program Files\GnuWin32\src\gsl\1.8\gsl-1.8\VC8\libgslcblas\Debug-DLL
C:\Program Files\GnuWin32\src\gsl\1.8\gsl-1.8\VC8\libgsl\Debug-DLL
5.In the "show directories for" combo box select "Include files" and add the following path:
C:\Program Files\GnuWin32\include
6.In the "show directories for" combo box select "Library files" and add the following paths:
C:\Program Files\GnuWin32\src\gsl\1.8\gsl-1.8\VC8\libgsl\Debug-DLL
C:\Program Files\GnuWin32\src\gsl\1.8\gsl-1.8\VC8\libgslcblas\Debug-DLL
HOW DO I USE GSL LIBRARY IN MY VC++ PROJECT?
1.Launch Visual studio
2.Open your VC++ project.
3.select menu Project ->
4.In the property pages dialog, select tree item "configration properties->Linker->Input
5.On the right hand side details, choose the field "Additional Dependencies" and append the following entries by clicking the ... button:
libgsl_dll_d.lib
libgslcblas_dll_d.lib