If I include <stdlib.h> or <stdio.h> in a C program, I don't have to link these when compiling, but I do have to link to <math.h>, using -lm with GCC, for example:
gcc test.c -o test -lm
What is the reason for this? Why do I have to explicitly link the math library, but not the other libraries?
The functions in stdlib.h and stdio.h have implementations in libc.so (or libc.a for static linking), which is linked into your executable by default (as if -lc were specified). GCC can be instructed to avoid this automatic link with the -nostdlib or -nodefaultlibs options.
The math functions in math.h have implementations in libm.so (or libm.a for static linking), and libm is not linked in by default. There are historical reasons for this libm/libc split, none of them very convincing.
Interestingly, the C++ runtime libstdc++ requires libm, so if you compile a C++ program with GCC (g++), you will automatically get libm linked in.