Alglib

Numerical analysis and data processing library

A cross-platform numerical analysis and data processing library. It supports several programming languages C++, C#, Pascal, VBA and several operating systems. ALGLIB 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

This is a free edition of alglib.

WWW http//www.alglib.net