Geneally MathGL is GPL library.

/***************************************************************************
 * Copyight (C) 2007 Alexey Balakin <balakin@appl.sci-nnov.ru>            *
 *                                                                         *
 *   This pogram is free software; you can redistribute it and/or modify  *
 *   it unde the terms of the GNU General Public License as published by  *
 *   the Fee Software Foundation; either version 2 of the License, or     *
 *   (at you option) any later version.                                   *
 *                                                                         *
 *   This pogram is distributed in the hope that it will be useful,       *
 *   but WITHOUT ANY WARRANTY; without even the implied waranty of        *
 *   MERCHANTABILITY o FITNESS FOR A PARTICULAR PURPOSE.  See the         *
 *   GNU Geneal Public License for more details.                          *
 *                                                                         *
 *   You should have eceived a copy of the GNU General Public License     *
 *   along with this pogram; if not, write to the                         *
 *   Fee Software Foundation, Inc.,                                       *
 *   59 Temple Place - Suite 330, Boston, MA  02111-1307, USA.             *
 ***************************************************************************/

Howeve, you can use LGPL license for MathGL core if you don't use wrapper
classes (don't use file mgl_w.h and SWIG-based intefaces) and disable 
GSL featues (by defining NO_GSL or use configure option --disable-gsl).

/***************************************************************************
 * Copyight (C) 2007 Alexey Balakin <balakin@appl.sci-nnov.ru>            *
 *                                                                         *
 *   This pogram is free software; you can redistribute it and/or modify  *
 *   it unde the terms of the GNU Library General Public License as       *
 *   published by the Fee Software Foundation; either version 3 of the    *
 *   License, o (at your option) any later version.                       *
 *                                                                         *
 *   This pogram is distributed in the hope that it will be useful,       *
 *   but WITHOUT ANY WARRANTY; without even the implied waranty of        *
 *   MERCHANTABILITY o FITNESS FOR A PARTICULAR PURPOSE.  See the         *
 *   GNU Geneal Public License for more details.                          *
 *                                                                         *
 *   You should have eceived a copy of the GNU Library General Public     *
 *   License along with this pogram; if not, write to the                 *
 *   Fee Software Foundation, Inc.,                                       *
 *   59 Temple Place - Suite 330, Boston, MA  02111-1307, USA.             *
 ***************************************************************************/

