What is ALGLIB?

ALGLIB is a cross-platform numerical analysis and data processing library. ALGLIB aims to be highly portable: it supports several programming languages (C++, C# and other languages); it may be compiled with a wide variety of compilers and was tested under a wide variety of platforms. And it is free - ALGLIB is distributed under a GPL license (version 2 or later).

Contents:

• Main advantages of ALGLIB
• Download ALGLIB
• ALGLIB User Guide online
• ALGLIB Reference Manual
• 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.
• ALGLIB is portable and easy to compile. It can be compiled almost anywhere using almost any compiler (see compatibility matrix for more info).
• 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 subroutines description with examples, but also discusses their strong and weak points.

Download ALGLIB

Change Log
alglib-2.4.0.csharp.zip		C# version (100% managed code)
alglib-2.4.0.cpp.zip		C++ version
alglib-2.4.0.mpfr.zip		Multiple precision version (MPFR)
alglib-2.4.0.freepascal.zip		FreePascal version
alglib-2.4.0.delphi.zip		Delphi version
alglib-2.4.0.vb6.zip		VBA version

ALGLIB User Guide online (under development)

ALGLIB User Guide is a set of articles which discusses general questions: ALGLIB reliability and portability, algorithms used and their strong and weak points. It does not contain detailed subroutines description nor it contains the most fresh and up-to-date information about ALGLIB units/classes/functions - you should read ALGLIB Reference Manual if you need such info.

DOCUMENTATION LICENSE: ALGLIB User Guide is licensed for personal use only.
1. You may read the Guide and make an unlimited number of copies for personal use, without the right to redistribute the Guide.
2. 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.

See ALGLIB Reference Manual for a free documentation under FreeBSD documentation license.

Contents                                          

About ALGLIB

Differential equations

Linear equations

Matrix and vector operations
Eigenvalues and eigenvectors

Numerical integration
Interpolation and fitting
Optimization

FFT, convolution, correlation

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

Special functions

ALGLIB Reference Manual

Reference manual for the latest release in HTML format. FreeBSD documentation license.

manual.csharp.html

manual.cpp.html

manual.mpfr.html

manual.freepascal.html

manual.delphi.html

manual.vb6.html

Resources and links

bugs.alglib.net

bug-tracker