[linux-audio-dev] "declicking" algorithm?

Here's a poorly written description of my problem (the code in question is written from scratch in C++, BTW): I have a simple gain function that takes a number between 0 and 1 and multiplies each input sample by that number. If I use the output of an LFO to get that gain number, I gets clicks in my output (presumably on when the LFO output changes by and number close to 1, as it would with a pulse/square wave). How can I get rid of these clicks? Do I need to "smooth" the output of the LFO, or my processed output? If so, what is a good way to do that? On a semi-related note, can someone recommend any Free libraries in C or C++ that implement things like oscillators, filters, etc.?