ALGLIB documentation overview
ALGLIB includes two kinds of documentation: ALGLIB Reference Manual and ALGLIB User Guide:
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.
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
Matrix operations and decompositions
- dense direct linear solvers
- sparse iterative/direct linear solvers
Eigenvalues and eigenvectors
- dense and sparse BLAS-like functionality
- LU, Cholesky, QR/LQ and SVD decompositions
- matrix inversion, norms and condition numbers
- generation of random matrices
Interpolation and fitting
- dense symmetric/Hermitian EVD
- dense nonsymmetric EVD
- sparse symmetric EVD
Optimization (nonlinear and quadratic)
- single-dimensional interpolation
- 1D, 2D and 3D splines
- fast scattered N-dimensional interpolation
- least squares curve fitting
FFT, convolution, correlation
- unconstrained nonlinear optimization
- constrained nonlinear optimization (box, linear, nonlinear constraints)
- constrained quadratic programming
- nonsmooth optimization
Data analysis: classification, regression, other tasks
Time series analysis
- LDA, PCA
- hierarchical and k-means clustering
- decision forests
- nonlinear classifiers
Statistics: general algorithms
- Filtering and smoothing
Nonlinear and polynomial equations
- parametric and non-parametric tests
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: