ALGLIB for C++ (commercial edition) back
Highly optimized numerical library written in C++.
Monolithic design with no external dependencies.
It works.
DELIVERY FORM

source code
precompiled binaries
PORTABILITY

x86, x64, ARM
Windows, Linux, any other POSIX-compliant OS
PERFORMANCE

highly optimized (SMP, SIMD)
optional Intel MKL high performance kernels on x86/x64
LICENSE

ALGLIB License Agreement:
+ no royalties or distribution fees - you pay only once
+ unconditional 90-days money back guarantee
+ 1-year upgrade/support plan with guaranteed response time
+ additional support plans can be purchased at any moment
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