|Original author(s)||Bochkanov Sergey Anatolyevich|
3.19.0 / 7 June 2022
|License||Dual (commercial, GPL)|
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).
Distinctive features of the library are:
- Support for several programming languages with identical APIs (as of 2017[update], 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
- 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)
- ^ "Math.NET Numerics". Numerics.mathdotnet.com. Retrieved 2010-07-10.
- ^ "Math.NET Numerics Contributors". GitHub.com. Retrieved 2013-05-07.
- ^ "End User License". .spaceclaim.com. Retrieved 2010-07-10.