ALGLIB is a cross-platform numerical analysis and data processing
library. 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)
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