About ALGLIB
ALGLIB is a cross-platform numerical analysis and data processing library.
It supports several programming languages (C++, C#, Delphi) and several operating systems (Windows and POSIX, including Linux).
ALGLIB features include:
- Data analysis (classification/regression, statistics)
- 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
ALGLIB Project offers you several editions of ALGLIB:
ALGLIB Free Edition (
download):
delivered for free under GPL or Personal/Academic license
offers full set of numerical functionality
extensive algorithmic optimizations
single-threaded, without extensive low-level optimizations
license agreement does not suit most commercial applications
ALGLIB Commercial Edition (
more information):
flexible commercial license without royalties or distribution fees
extensive algorithmic optimizations
high performance C++ version (SMP, SIMD)
two C# versions - managed and HPC one (native code, SMP/SIMD)
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. Easy integration, comes with extensive documentation.
- efficient. Deep algorithmic and low-level optimizations inside.
- trusted by leading companies. From nuclear research to aerospace.
Announcements
ALGLIB NEWS (archive):
29.12.2020 ALGLIB 3.17.0 is released
19.12.2019 ALGLIB 3.16.0 is released
21.02.2019 ALGLIB 3.15.0 is released
16.06.2018 ALGLIB 3.14.0 is released
Resources and links
ALGLIB User Guide online
Dense and sparse linear solvers
- dense direct linear solvers
- sparse iterative/direct linear solvers
Matrix operations and decompositions
- dense and sparse BLAS-like functionality
- LU, Cholesky, QR/LQ and SVD decompositions
- matrix inversion, norms and condition numbers
- generation of random matrices
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
Optimization (nonlinear and quadratic)
- unconstrained nonlinear optimization
- constrained nonlinear optimization (box, linear, nonlinear constraints)
- constrained quadratic programming
- nonsmooth optimization
FFT, convolution, correlation
- FFT
- convolution
- correlation
Data analysis: classification, regression, other tasks
- LDA, PCA
- hierarchical and k-means clustering
- decision forests
- nonlinear classifiers
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.
