May 26, 2018
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.