GnuplotIpp Wiki
Gnuplot C/C++ interface (the real extension of gnuplot_i)
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This is a video of processing a .wav file and displaying it's Fourier Transform.
As you can see, if you're plotting at a very fast rate the files don't have time to finish writing and thus there are some skipped frames in the interactive plotting video:
https://drive.google.com/file/d/0BwgvmnNgtWoMVnN4alVqTUFnaWc/edit?usp=sharing