The GNU Multi-Precision library is a widely used, safety-critical, library for arbitrary-precision arithmetic. Its source code is written in C and assembly, and includes intricate state-of-the-art algorithms for the sake of high performance. Formally verifying the functional behavior of such highly optimized code, not designed with verification in mind, is challenging. We present a fully verified library designed using the Why3 program verifier. The use of a dedicated memory model makes it possible to have the Why3 code be very similar to the original GMP code. This library is extracted to C and is compatible and performance-competitive with GMP.