ALGLIB

ALGLIB

Original author(s)	Bochkanov Sergey Anatolyevich
Developer(s)	ALGLIB Project
Stable release	3.17.0 / 29 December 2020; 8 months ago (2020-12-29)
Operating system	Cross-platform
Type	Numerical library
License	Dual (commercial, GPL)
Website	www.alglib.net

ALGLIB is a cross-platform open source numerical analysis and data processing library. It can be used from several programming languages (C++, C#, VB.NET, Python, Delphi).

ALGLIB started in 1999 and has a long history of steady development with roughly 1-3 releases per year. It is used by several open source projects, commercial libraries, and applications (e.g. TOL project, Math.NET Numerics,^[1][2] SpaceClaim^[3]).

Features[]

Distinctive features of the library are:

• Support for several programming languages with identical APIs (as of 2017, it supports C++, C#, FreePascal/Delphi, VB.NET and Python)
• Self-contained code with no mandatory external dependencies and easy installation
• Portability (it was tested under x86/x86-64/ARM, Windows and Linux)
• Two independent backends (pure C# implementation, native C implementation) with automatically generated APIs (C++, C#, ...)
• Same functionality of commercial and GPL versions, with enhancements for speed and parallelism provided in the commercial version

ALGLIB provides functions for:

• Linear algebra (direct algorithms, solvers, EVD/SVD)
• Fast Fourier transforms
• Numerical integration
• Interpolation
• Linear and nonlinear least-squares fitting
• Optimization (linear and non-linear, both convex and non-convex)
• Ordinary differential equations
• Special functions
• Statistics (descriptive statistics, hypothesis testing)
• Data analysis (classification/regression, including neural networks)
• Multiple precision versions of linear algebra, interpolation and optimization algorithms (using MPFR for floating point computations)

See also[]

• List of numerical analysis software
• List of numerical libraries

References[]

External links[]

• Official ALGLIB website