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About ALGLIB
            ALGLIB history
            Compatibility
Differential equations
            Runge-Kutta-Cash-Karp method
Linear equations
            Systems of linear equations
Matrix and vector operations
            LU decomposition
            Cholesky decomposition
            Estimate of the condition number
            Other operations on general matrices
                        QR decomposition of a rectangular matrix
                        LQ decomposition of a rectangular matrix
                        Singular value decomposition
                        Schur decomposition
                        Determinant
                        Matrix inverse
                        Update of the inverse matrix by the Sherman-Morrison formula
                        Reduction of a general matrix to bidiagonal form
                        Reduction of a square matrix to upper Hessenberg form
            Operations on complex matrices
                        Determinant of a complex matrix
                        Complex matrix inverse
            Operations on symmetric matrices
                        LDLT decomposition
                        Determinant of a symmetric positive definite matrix
                        Determinant of a symmetric indefinite matrix
                        Inverse of a symmetric positive definite matrix
                        Inverse of a symmetric indefinite matrix
                        Condition number estimate of a symmetric indefinite matrix
                        Reduction of a symmetric matrix to tridiagonal form
            Operations on Hermitian matrices
                        Reduction of a Hermitian matrix to real tridiagonal form by the orthogonal similarity transformation.
            Operations on other matrices
                        Triangular matrix inverse
                        Bidiagonal singular value decomposition
                        Schur decomposition of a real upper Hessenberg matrix
                        Complex triangular matrix inverse
Eigenvalues and eigenvectors
            Symmetric eigenproblems
                        Symmetric eigenproblem
                        Symmetric eigenproblem: bisection and inverse iteration
                        Generalized symmetric positive definite eigenproblem
                        Symmetric tridiagonal eigenproblem
                        Real symmetric tridiagonal eigenproblem: bisection and inverse iteration
            Hermitian eigenproblems
                        Hermitian eigenproblem
                        Hermitian eigenproblem: bisection and inverse iteration
            Nonsymmetric eigenproblems
                        Nonsymmetric eigenproblem
Numerical integration
            Adaptive quadrature
            Gaussian quadrature
            Gauss-Kronrod quadrature
Interpolation and approximation
            Polynomial interpolation
            Rational interpolation
            Spline interpolation
            Least squares fitting (linear/nonlinear)
            Bilinear and bicubic spline interpolation
Univariate and multivariate optimization
            L-BFGS algorithm
            Levenberg-Marquardt algorithm
FFT, convolution, correlation
            Fast Fourier transform
            Fast Hartley transform
            Convolution
            Cross-correlation
Statistics: general algorithms
            Descriptive statistics
            Correlation
Hypothesis testing
            Student's t-tests
            F-test and chi-square test
            Sign test
            Wilcoxon signed-rank test
            Mann-Whitney U-test
            Jarque-Bera test
            Significance test for correlation coefficient
Data analysis
            General principles
            Linear regression
            Multinomial logit regression
            Neural networks
            Neural network ensembles
            Decision forest
            Linear discriminant analysis
            Principal component analysis
            k-means++ clustering
Special functions
            Orthogonal polynomials
                        Chebyshev polynomials
                        Hermite polynomials
                        Laguerre polynomials
                        Legendre polynomials
            Distributions
                        F-distribution
                        Chi-square distribution
                        Binomial distribution
                        Poisson distribution
                        Student's t-distribution
                        Normal distribution, error function
            Gamma function
            Incomplete gamma function
            Psi function
            Beta function
            Incomplete beta function
            Bessel functions of integer order
            Elliptic integrals of the first and second kind
            Jacobian elliptic functions
            Dawson integral
            Exponential integrals Ei(x) and En(x)
            Trigonometric integrals
            Fresnel integrals C(x) and S(x)
            Airy functions Ai(x) and Bi(x)