ALGLIB documentation overview
ALGLIB includes two kinds of documentation: ALGLIB Reference Manual and ALGLIB User Guide:
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ALGLIB Reference Manual contains full description of all publicly accessible ALGLIB units accompanied with examples.
Reference Manual is focused on the source code: it documents units, functions, classes.
It is automatically generated from source code and is always up to date.
Free software needs free documentation - that's why ALGLIB Reference Manual is licensed under BSD-like documentation license.
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in addition to the Reference Manual we provide you User Guide.
User Guide is focused on more general questions, we aim to make ALGLIB User Guide an important source of information both about ALGLIB and numerical analysis algorithms in general.
We want it to be a book about algorithms, not just software documentation.
And we want it to be unique - that's why ALGLIB User Guide is distributed under less-permissive personal-use-only license.
ALGLIB User Guide online
Dense and sparse linear solvers
- dense direct linear solvers
- sparse iterative/direct linear solvers
Matrix operations and decompositions
- dense BLAS
- LU, Cholesky, QR/LQ and SVD decompositions
- matrix inversion, norms and condition numbers
- generation of random matrices
Sparse linear algebra
- Sparse BLAS
- LU, Cholesky decompositions
- linear solvers
- eigensolvers
Eigenvalues and eigenvectors
- dense symmetric/Hermitian EVD
- dense nonsymmetric EVD
- sparse symmetric EVD
Interpolation and fitting
- single-dimensional interpolation
- 1D, 2D and 3D splines
- fast scattered N-dimensional interpolation
- least squares curve fitting
Thin plate spline interpolation and fitting
- Thin plate splines
- Interpolation and fitting
- Large-scale algorithms
Inverse distance weighting
- IDW
- original, modified and modified-stabilized algorithms
Linear programming
- linear programming
- simplex method
- interior point method
Quadratic programming
- quadratic programming
- interior point method
Nonlinear programming
- nonlinear programming
- augmented Lagrangian methods
- SQP
- SLP
Optimization (nonlinear and quadratic)
- unconstrained nonlinear optimization
- constrained nonlinear optimization (box, linear, nonlinear constraints)
- constrained quadratic programming
- nonsmooth optimization
Multi-objective optimization solver
- Multi-objective optimization
Derivative-free optimization
Global optimization solver
- Global optimization solver
- Differential evolution
FFT, convolution, correlation
- FFT
- convolution
- correlation
Data analysis: classification, regression, other tasks
- LDA, PCA
- hierarchical and k-means clustering
- decision forests
- nonlinear classifiers
Decision forest (regression and classification)
- Randomized trees and decision forests
- Regression and classification
- Variable importance
Time series analysis
- Filtering and smoothing
- Predicting
Statistics: general algorithms
Hypothesis testing
- parametric and non-parametric tests
Other algorithms
Special functions
Numerical integration
Nonlinear and polynomial equations
Differential equations
Other articles
DOCUMENTATION LICENSE:
1. ALGLIB User Guide is licensed for personal use only. See ALGLIB Reference Manual for a free documentation under BSD-like license
2. You may read the Guide and make unlimited copies for personal use.
3. 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.
ALGLIB Reference Manual
ALGLIB Reference Manual is licensed under permissive BSD-like documentation license.
ALGLIB Reference Manual is included into ALGLIB distribution.
However, if you want, you can access online version of the manual:
