alglib

Numerical analysis and data processing library

ALGLIB is a cross-platform numerical analysis and data processing library. It supports several programming languages (C++, C#, Pascal, VBA) and several operating systems (Windows, Linux, Solaris). ALGLIB features include: * Linear algebra (direct algorithms, EVD/SVD) * Solvers (linear and nonlinear) * Interpolation * Optimization * Fast Fourier transforms * Numerical integration * Linear and nonlinear least-squares fitting * Ordinary differential equations * Special functions * Statistics (descriptive statistics, hypothesis testing) * Data analysis (classification/regression, including neural networks) * Multiple precision versions of linear algebra, interpolation optimization and * others algorithms (using MPFR for floating point computations) Why to choose ALGLIB? Because it is: * portable. It can be compiled almost anywhere using almost any compiler (see compatibility matrix for more info). * easy to use. It supports many programming languages. If you use one language, you don't need to study another (FORTRAN, for example) to compile and link an external library. * open source. It can be used for free under GPL 2+. * suited for commercial users too. Those who want to use ALGLIB in commercial applications can buy commercial license without copyleft requirement.

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