After extensive help from Pierre and Sebastian, I managed to finally import the pyGSL in Windows.
Since I had extensive help for doing so, I'll try to post a semi-detailed walk through in case it can be helpful for other people. 1 - Download the GSL from the GNU website. 2 - Download minGW with msys - this is important, without it, you'll have to edit the make files. 3 - Compile the GSL with msys. By default, msys will put all the library files in subdirectories there - these will be c:/minGW/msys/1.0/ - I copied the compiled files and placed them in a C:/GSL/ 4 - At this point, I was able to compile pyGSL and build it, but I still wasn't able to import it - I was getting warnings about pyGSL being unable to find the required DLL files. 5 - To import the GSL, I followed the steps suggested by Sebastian, and copied a few extra .DLL files that were NOT placed with the other files in the subdirectory described in 3. The real names of the dynamic libraries to copy in the python/pygsl directory (after install it) is libgsl-0.dll, libgslcblas-0. dll and libgcc_s_dw2-1.dll. libgsl-0.dll and libgslcblas-0.dll are build with MinGw, they are located in the bin/ directory. If you juste type ./configure , make and make installl, they are here: "C:\"MinGW\msys\1.0\local\bin The last dll : libgcc_s_dw2-1.dll is in the directory : "C:\"MinGW\bin 6 - After copying those files, I was able to import and run the tests in the tests subdirectory. A small note, a few of the tests fail, in particular: histogram_test linalg_test permutation_test I can dig deeper into those if that's helpful. The shell didn't leave any useful messages unfortunately. Thanks everyone for all the help, Federico
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