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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:

ALGLIB Project offers you several editions of ALGLIB:

ALGLIB Free Edition (download):
delivered for free under open source license (GPL)
offers full set of numerical functionality
single-threaded, without extensive low-level optimizations
copyleft requirement (GPL) does not suit most commercial applications
ALGLIB Commercial Edition (more information):
flexible commercial license without royalties or distribution fees
high performance C++ version (multithreaded, optional integration with Intel MKL)
two C# versions - 100% managed (multithreaded C# core) and HPC one (native core)
commercial support and warranties

Why to choose ALGLIB? Because it is:

Announcements

ALGLIB NEWS (archive, RSS):

12.03.2014  New article - "ALGLIB+MKL: first results"

25.11.2013  ALGLIB 3.8.2 is released

07.11.2013  ALGLIB 3.8.1 is released

07.08.2013  ALGLIB 3.8.0 is released

02.08.2013  ALGLIB Project announces changes in product line!

18.01.2013  ALGLIB 3.7.0 is released

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 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                                          

Articles

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
 

ALGLIB® - numerical analysis library, 1999-2014.
ALGLIB is a registered trademark of the ALGLIB Project.