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:
- Data analysis (classification/regression, including neural networks)
- Optimization and nonlinear solvers
- Interpolation and linear/nonlinear least-squares fitting
- Linear algebra (direct algorithms, EVD/SVD), direct and iterative linear solvers, Fast Fourier Transform and many other algorithms (numerical integration, ODEs, statistics, special functions)
ALGLIB Project offers you several editions of ALGLIB:
ALGLIB Free Edition
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
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:
- portable. It can be compiled almost anywhere with almost any compiler.
- easy to use. It supports many programming languages and comes with extensive documentation.
- combines best traits of commercial and free software. Openness and quality - together.
- trusted by leading companies. From nuclear research to aerospace. ALGLIB is used everywhere.
ALGLIB NEWS (archive, RSS):
12.12.2014 ALGLIB 3.9.0 is released
13.08.2014 ALGLIB Project publishes technical report on StrongNet
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
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.
ArticlesDifferential equationsEquations (linear/nonlinear)Matrix and vector operationsEigenvalues and eigenvectorsNumerical integrationInterpolation and fittingOptimizationFFT, convolution, correlationStatistics: general algorithmsHypothesis testingData analysis: classification, regression, other tasksSpecial functionsOther algorithms
Resources and links