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Newbie: how to link libraries?

Dear all,

This is my first project in Keil uVision and I have also little experience with embedded design. I would like to simulate some DSP code written in C++ on STM32F4 Discovery board.
The code contains a lot of functions - sin, cos, sqrt, log, exp etc and includes the corresponding c++ libraries cmath, cfloat. What should I do to be able to use these functions?

I have tried to specify the following library paths in Options for Target -> C/C++ -> Include paths

"C:\Keil_v5\ARM\ARMCC\lib";"C:\Keil_v5\ARM\ARMCC\include"

But get an error message for every use of these functions, which looks like:

BlkDsp.cpp(491): error: #20: identifier "cos" is undefined c1 = 2.0*cos(tmp); c2 = sin(tmp);

Sorry for my little knowledge. I will be thankfull for any hint!