What is ALGLIB?

ALGLIB - is a multilingual collection of algorithms designed to solve problems in the field of numeric analysis and data processing. ALGLIB is distributed under a 3-clause BSD license. This license is unrestrictive and allows using the package both in open and proprietary programs and even relicensing the code (if the new license doesn't conflict with the terms of the 3-clause BSD license).

Contents:

• Main advantages of ALGLIB
• Online docs, individual unit downloads
• Download ALGLIB
• Resources and links

Main advantages of ALGLIB

• Support for several programming languages. Every algorithm is represented by programs in several programming languages and the list of languages is the same for all the algorithms. This is the main difference between ALGLIB and other libraries: one algorithm, several programming languages, identical functionality in each language.
• 100% implementation of the package functionality in the framework of each of the supported languages. If you use a C# code, it is written entirely in C#. So you won't need to study, say, a FORTRAN compiler to compile and link an external library.
• Simple to use. Just include the code into your project and it should compile with no additional compiler adjustment.
• Modular structure. You can download only the modules you need (and their dependencies). You won't need to compile the entire multimegabyte package to use one subroutine. However, you can also download the full ALGLIB package in one archive.
• A decent performance level. ALGLIB cannot compete with packages that use low-level optimization (like MKL). However, even the algorithmical optimization alone can do wonders. When designing ALGLIB we do everything possible to reach the maximum performance possible without a low level optimization.
• Extensive documentation. The documentation not only contains subroutine descriptions with examples, but also discusses their strong and weak points.

Onlice docs, individual unit downloads

Differential equations

Systems of linear equations
Matrix and vector operations
Eigenvalues and eigenvectors

Numerical integration
Interpolation and approximation
Optimization

Statistics: general algorithms
Hypothesis testing
Data analysis: classification, regression, other tasks

Special functions

Download ALGLIB

Stable edition
Change Log
alglib-2.0.0.stable.csharp.zip		C# version
alglib-2.0.0.stable.cpp.zip		C++ version
alglib-2.0.0.stable.mpfr.zip		Multiple precision version (MPFR)
alglib-2.0.0.stable.delphi.zip		Pascal version (Delphi dialect)
alglib-2.0.0.stable.vb6.zip		VBA version
Development edition[?]
alglib-2.0.0.full.csharp.zip		C# version
alglib-2.0.0.full.cpp.zip		C++ version
alglib-2.0.0.full.mpfr.zip		Multiple precision version (MPFR)
alglib-2.0.0.full.delphi.zip		Pascal version (Delphi dialect)
alglib-2.0.0.full.vb6.zip		VBA version

Resources and links

bugs.alglib.net

bug-tracker