Difference between revisions of "ALGLIB"

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m (moved ALGLIB, a cross-platform library for numerical analysis and data processing to ALGLIB: The shorter title would be more appropriate.)
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Revision as of 21:06, 24 August 2013

ALGLIB is a cross-platform library for numerical analysis and data processing. It supports several programming languages including Free Pascal and several operating systems (Windows, Linux, Solaris).

Functionality

Its features include

  • Data analysis (classification/regression, including neural networks)
  • 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 (numerical integration, ODEs, statistics, special functions)

External Links