Numerical libraries

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 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, SpaceClaim). (Wikipedia).

ALGLIB
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Related pages

Interpolation | Numerical integration | Numerical analysis | List of numerical libraries | Linear algebra | Special functions | Ordinary differential equation | Statistics | Non-linear least squares | Descriptive statistics | Fast Fourier transform