ALGLIB
ALGLIB is a cross-platform open source numerical analysis and data processing library. It can be used from several programming languages.
ALGLIB started in 1999 and has a long history of steady development with roughly 1-3 releases per year. It is used by several open source projects, commercial libraries, and applications.Features
Distinctive features of the library are:
- Support for several programming languages with identical APIs
- Self-contained code with no mandatory external dependencies and easy installation
- Portability
- Two independent backends with automatically generated APIs
- Same functionality of commercial and GPL versions
ALGLIB provides functions for: