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:

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:


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

Issues tracker
ALGLIB forum

ALGLIB User Guide online

Dense and sparse linear solvers
Matrix operations and decompositions
Eigenvalues and eigenvectors

Interpolation and fitting

Optimization (nonlinear and quadratic)

FFT, convolution, correlation

Data analysis: classification, regression, other tasks
Time series analysis
Statistics: general algorithms
Hypothesis testing

Other algorithms

Special functions
Numerical integration
Nonlinear and polynomial equations
Differential equations
Other articles

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.