There is an error/oversight in the code
(http://www.gnu.org/software/gsl/manual/html_node/Fitting-Examples.html#Fitting-Examples)
as you haven't included a method for reclaiming the memory allocated to
matrices and vectors. If you just use this code repeatedly in your own
example, it will eventually crash. Granted, this isn't a problem in your
example, but it would be neater and demonstrate the importance of
getting memory back. I know we should all read the manual from page one,
but it reality that doesn't often happen, so it would be good to have.