About ALGLIB

ALGLIB is a cross-platform numerical analysis and data processing library. It supports five programming languages (C++, C#, Java, Python, Delphi) and several operating systems (Windows and POSIX, including Linux). ALGLIB features include:

ALGLIB Project offers you several editions of ALGLIB:

ALGLIB Free Edition (download):
+delivered for free under GPL or Personal/Academic license
+offers full set of numerical functionality
+extensive algorithmic optimizations
-single-threaded
-license agreement does not suit most commercial applications
ALGLIB Commercial Edition (more information):
+flexible commercial license without royalties or distribution fees
+extensive algorithmic optimizations
+high performance C++ version (SMP, commercial HPC kernels)
+two C# versions - managed and HPC one (native code, SMP/SIMD)
+commercial support and warranties

Why to choose ALGLIB? Because it is:

Announcements

ALGLIB NEWS (archive):

28.12.2023  ALGLIB 4.01 is released

01.12.2023  Upcoming pricing changes, special provisions for long-term users

22.05.2023  ALGLIB 4 is released

19.12.2022  ALGLIB 3.20.0 is released


Resources and links

bugs.alglib.net
Issues tracker
forum.alglib.net
ALGLIB forum

ALGLIB User Guide online

Dense and sparse linear solvers
Matrix operations and decompositions
Sparse linear algebra
Eigenvalues and eigenvectors

Interpolation and fitting
Thin plate spline interpolation and fitting
Inverse distance weighting

Linear programming
Quadratic programming
Nonlinear programming
Optimization (nonlinear and quadratic)
Multi-objective optimization solver
Derivative-free optimization
Global optimization solver

FFT, convolution, correlation

Data analysis: classification, regression, other tasks
Decision forest (regression and classification)
Time series analysis
Statistics: general algorithms
Hypothesis testing

Other algorithms

Special functions
Numerical integration
Nonlinear and polynomial equations
Differential equations
Other articles

DOCUMENTATION LICENSE:
1. ALGLIB User Guide is licensed for personal use only. See ALGLIB Reference Manual for a free documentation under BSD-like license
2. You may read the Guide and make unlimited copies for personal use.
3. Any other kinds of using the Guide, specifically, sales or any other commercial use, distribution on any material media, through computer networks or any other ways, are prohibited.