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About ALGLIB

ALGLIB is a cross-platform numerical analysis and data processing library. It supports several programming languages (C++, C#, Pascal, VBA) and several operating systems (Windows, Linux, Solaris). 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)

Why to choose ALGLIB? Because it is:

• portable. It can be compiled almost anywhere using almost any compiler (see compatibility matrix for more info).
• easy to use. It supports many programming languages. If you use one language, you don't need to study another (FORTRAN, for example) to compile and link an external library.
• open source. It can be used for free under GPL 2+.
• suited for commercial users too. Those who want to use ALGLIB in commercial applications can buy commercial license without copyleft requirement.

Announcements

ALGLIB NEWS (archive, subscribe):

18.01.2013  ALGLIB 3.7.0 is released

04.07.2012  ALGLIB 3.6.0 is released

22.05.2012  New articles for ALGLIB User Guide

27.03.2012  ALGLIB 3.5.0 is released

03.01.2012  Commercial licensing policy changed - more rights for our customers

04.10.2011  We've moved into a new office!

ALGLIB User Guide online

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

Equations (linear/nonlinear)

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

Other algorithms

Resources and links

bugs.alglib.net		bug-tracker
forum.alglib.net		ALGLIB forum