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Ну раз complex.h нету - можно же ручками?

float complex
cexpf (float complex z)
{
float a, b;
float complex v;

a = REALPART (z);
b = IMAGPART (z);
COMPLEX_ASSIGN (v, cosf (b), sinf (b));
return expf (a) * v;
}
(это из встроенных функций gcc)

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