This question is actually about the trade-off between GSL and MATLAB. First, let me define some variables:
- Target OS: Windows XP
- Target IDE: MS VS 2005/2008
- Software: Commercial
- Development Language: C++
Moreover, I am asking this question, because I could not find any complete answer regarding ease of usage, licensing, performance criteria(s) with these two approaches.
We need to implement some numerical operations (like FFT) using GNU GSL and MATLAB. I know that it is possible to use both GSL (with cygwin) and MATLAB on Windows OS with MS VS IDEs.
But, I have following problems:
- Licensing when I use MATLAB libraries in the application (same for GSL)
- Performance differences between MATLAB C++ code and GNU GSL (especially when calculating FFT )
- Ease of use (exceptions, error handling, testability)
It would be great, if you illuminate the path to decision for implementation.
Also, thanks in advance