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I want to release a program that uses some public domain code (or a permissive license) from netlib.org under the LGPL license. Since the licenses (or lack of it) are compatible, there should be no problem distributing the bundle in source or binary form, right?

In practice, I should add a copyright and license header to every source file. For those files I took from netlib.org, I cannot add a copyright (not on my name, for sure, and sometimes I don't know the original author or I can't add a copyright to a file that has none), but is it OK to add the license header (basically, "This file is part of Foo. Foo can be distributed under the terms of the LGPL")? I find that at least morally I should add a further notice saying "This file comes from netlib.org and is public domain/whatever".

If the answer is that I shouldn't add the header in such a file, would it change if I merge two files, one written by me, one public domain, and add the header to that?

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From the legal standpoint a licence defines your rights or restricts them. Public domain (and CC0, WTFPL and similar "no rights reserved" licenses) generally mean that you can do anything with the property, including locking it any way, licensing it any way, abusing it any way (within the limits of other, related rights, like personality, trademark or similar rights); so you may license them however you please, you have no obligations.

From the ethical aspect you should include the information about the source (even if it's not legally required, it's always nice to give the credit due) and about their possible more liberal usage, since it may not matter to some but may be important for others. But it's your decision and taste, not a requirement.

For the "whatever" part - when it's not Public Domain - it may depend on the specific license terms, or the country you want to apply it; you should ensure that if it's not a PD but a very liberal license then the license terms grant you the spcific freedom you seek.

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