Efficient Java Matrix Library
Efficient Java Matrix Library (EJML) is a linear algebra library for manipulating real/complex/dense/sparse matrices. Its design goals are; 1) to be as computationally and memory efficient as possible
SuanShu numerical library
SuanShu is a Java math library. It is open-source under Apache License 2.0 available in GitHub. SuanShu is a large collection of Java classes for basic numerical analysis, statistics, and optimization
Lis (linear algebra library)
Lis (Library of Iterative Solvers for linear systems, pronounced [lis]) is a scalable parallel software library for solving discretized linear equations and eigenvalue problems that mainly arise in th
NAG Numerical Library
The NAG Numerical Library is a software product developed and sold by The Numerical Algorithms Group Ltd. It is a software library of numerical analysis routines, containing more than 1,900 mathematic
List of numerical libraries
This is a list of numerical libraries, which are libraries used in software development for performing numerical calculations. It is not a complete listing but is instead a list of numerical libraries
SLEPc
SLEPc is a software library for the parallel computation of eigenvalues and eigenvectors of large, sparse matrices. It can be seen as a module of PETSc that provides solvers for different types of eig
GNU Scientific Library
The GNU Scientific Library (or GSL) is a software library for numerical computations in applied mathematics and science. The GSL is written in C; wrappers are available for other programming languages
Trilinos
Trilinos is a collection of open-source software libraries, called packages, intended to be used as building blocks for the development of scientific applications. The word "Trilinos" is Greek and con
ALGLIB
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 h
FFTW
The Fastest Fourier Transform in the West (FFTW) is a software library for computing discrete Fourier transforms (DFTs) developed by Matteo Frigo and Steven G. Johnson at the Massachusetts Institute o
AMD Core Math Library
AMD Core Math Library (ACML) is an end-of-life software development library released by AMD. This library provides mathematical routines optimized for AMD processors. The successor to ACML is the AMD
GNU Multiple Precision Arithmetic Library
GNU Multiple Precision Arithmetic Library (GMP) is a free library for arbitrary-precision arithmetic, operating on signed integers, rational numbers, and floating-point numbers. There are no practical
Integer set library
isl (integer set library) is a portable C library for manipulating sets and relations of integer points bounded by linear constraints. The following operations are supported:
* intersection, union, s
CAPD library
The CAPD library (Computer Assisted Proofs in Dynamics) is a software library that aims to provide a set of flexible C++ modules designed for rigorous numerics in Dynamical Systems and homology comput
Hypre
The Parallel High Performance Preconditioners (hypre) is a library of routines for scalable (parallel) solution of linear systems. The built-in BLOPEX package in addition allows solving eigenvalue pro
Librsb
librsb is an open-source parallel library for sparse matrix computations using the Recursive Sparse Blocks (RSB) matrix format. librsb provides cache efficient multi-threaded Sparse BLAS operations vi
Julia (programming language)
Julia is a high-level, dynamic programming language. Its features are well suited for numerical analysis and computational science. Distinctive aspects of Julia's design include a type system with par
Comparison of linear algebra libraries
The following tables provide a comparison of linear algebra software libraries, either specialized or general purpose libraries with significant linear algebra coverage.
Class Library for Numbers
Class Library for Numbers (CLN) is a free library for arbitrary precision arithmetic. It operates on signed integers, rational numbers, floating point numbers, complex numbers, modular numbers, and un
IMSL Numerical Libraries
IMSL (International Mathematics and Statistics Library) is a commercial collection of software libraries of numerical analysis functionality that are implemented in the computer programming languages
Advanced Simulation Library
Advanced Simulation Library (ASL) is free and open-source hardware-accelerated multiphysics simulation platform. It enables users to write customized numerical solvers in C++ and deploy them on a vari
GNU MPFR
The GNU Multiple Precision Floating-Point Reliable Library (GNU MPFR) is a GNU portable C library for arbitrary-precision binary floating-point computation with correct rounding, based on GNU Multi-Pr
List of .NET libraries and frameworks
This article contains a list of libraries that can be used in .NET languages. These languages require .NET Framework, Mono, or .NET, which provide a basis for software development, platform independen