In addition to handling multiplots, Gnuplot/C also includes a number of updates and optimizations for faster graph updates, particularly in 2D plots.
The above graph is taken from the SigLib DSP Library ToneLevels example. The plot is from some real data, that is the envelope of a sampled sinusoid. The tone starts at -8 dBFS and then the -20 dB button is pushed. You can see there is a glitch when the output changes, this is caused by the switch within the signal generator.
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Numerix-DSP Libraries : http://www.numerix-dsp.com/eval/