GSL Libraries on SPU
Mercury Computers sells a proprietary scientific library for the SPE called SAL , built from manual tuning. They also sell a source for a functionally equivalent C implementation called CSAL, which is not optimized, but is portable to any platform with a compiler. This is very useful as you can make quite a few prototypes for whatever architecture you are most comfortable with. SAL doesn't cover everything in the GNU Scientific Library , but it's a good start and get it up and running as quickly as possible.
I have no experience with the GNU Scientific Library, but it doesn't seem like it uses any vector properties or anything that would make it particularly non-portable. I think the only problem you will run into is all the mallocks you could leak out of your local store if your data sizes are too large. Also, keep in mind that the more space your text (libraries and your code) takes up, the less space you have for data.
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It might be worth checking out this thread:
http://www.ibm.com/developerworks/forums/thread.jspa?threadID=273693
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