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 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
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License:
GNU GPL v2 - Download HPKG file