This is a list of numerical libraries, which are

libraries A library is a collection of materials, books or media that are accessible for use and not just for display purposes. A library provides physical (hard copies) or digital access (soft copies) materials, and may be a physical location or a vir ...

used in

software development Software development is the process of conceiving, specifying, designing, programming, documenting, testing, and bug fixing involved in creating and maintaining applications, frameworks, or other software components. Software development inv ...

for performing numerical calculations. It is not a complete listing but is instead a list of numerical libraries with articles on Wikipedia, with few exceptions. The choice of a typical library depends on a range of requirements such as: desired features (e.g. large dimensional linear algebra, parallel computation, partial differential equations), licensing, readability of API, portability or platform/compiler dependence (e.g. Linux, Windows, Visual C++, GCC), performance, ease-of-use, continued support from developers, standard compliance, specialized optimization in code for specific application scenarios or even the size of the code-base to be installed.

Multi-language

C

C++

Delphi Delphi (; ), in legend previously called Pytho (Πυθώ), in ancient times was a sacred precinct that served as the seat of Pythia, the major oracle who was consulted about important decisions throughout the ancient classical world. The oracl ...

* ALGLIB - an open source numerical analysis library.

.NET Framework languages C#, F#, VB.NET and PowerShell

Fortran

Java Java (; id, Jawa, ; jv, ꦗꦮ; su, ) is one of the Greater Sunda Islands in Indonesia. It is bordered by the Indian Ocean to the south and the Java Sea to the north. With a population of 151.6 million people, Java is the world's mo ...

* SuanShu is an open-source Java math library. It supports numerical analysis, statistics and optimization.

Perl Perl is a family of two High-level programming language, high-level, General-purpose programming language, general-purpose, Interpreter (computing), interpreted, dynamic programming languages. "Perl" refers to Perl 5, but from 2000 to 2019 it ...

* Perl Data Language gives standard Perl the ability to compactly store and speedily manipulate the large ''N''-dimensional data arrays. It can perform complex and matrix maths, and has interfaces for the GNU Scientific Library, LINPACK, PROJ, and plotting with PGPLOT. There are libraries on

CPAN The Comprehensive Perl Archive Network (CPAN) is a repository of over 250,000 software modules and accompanying documentation for 39,000 distributions, written in the Perl programming language by over 12,000 contributors. ''CPAN'' can denote eith ...

adding support for the linear algebra library LAPACK, the Fourier transform library

FFTW The Fastest Fourier Transform in the West (FFTW) is a software library for computing discrete Fourier transforms (DFTs) developed by Matteo Frigo and Steven G. Johnson at the Massachusetts Institute of Technology. FFTW is one of the fastest free ...

, and plotting with

gnuplot gnuplot is a command-line and GUI program that can generate two- and three-dimensional plots of functions, data, and data fits. The program runs on all major computers and operating systems (Linux, Unix, Microsoft Windows, macOS, FreeDOS ...

, and PLplot.

Python

Others

* XNUMBERS – multi-precision floating-Point computing and numerical methods for

Microsoft Excel Microsoft Excel is a spreadsheet developed by Microsoft for Windows, macOS, Android and iOS. It features calculation or computation capabilities, graphing tools, pivot tables, and a macro programming language called Visual Basic for ...

. * INTLAB –

interval arithmetic Interval arithmetic (also known as interval mathematics, interval analysis, or interval computation) is a mathematical technique used to put bounds on rounding errors and measurement errors in mathematical computation. Numerical methods usin ...

library for

MATLAB MATLAB (an abbreviation of "MATrix LABoratory") is a proprietary multi-paradigm programming language and numeric computing environment developed by MathWorks. MATLAB allows matrix manipulations, plotting of functions and data, implementa ...

.S.M. Rump: INTLAB – INTerval LABoratory. In Tibor Csendes, editor, Developments in Reliable Computing, pages 77–104. Kluwer Academic Publishers, Dordrecht, 1999.Moore, R. E., Kearfott, R. B., & Cloud, M. J. (2009). Introduction to Interval Analysis. Society for Industrial and Applied Mathematics.Rump, S. M. (2010). Verification methods: Rigorous results using floating-point arithmetic. Acta Numerica, 19, 287–449.Hargreaves, G. I. (2002). Interval analysis in

. Numerical Algorithms, (2009.1).

References

External links

The Math Forum - Math Libraries
an extensive list of mathematical libraries with short descriptions {{DEFAULTSORT:Numerical Libraries

Numerical analysis Numerical analysis is the study of algorithms that use numerical approximation (as opposed to symbolic manipulations) for the problems of mathematical analysis (as distinguished from discrete mathematics). It is the study of numerical methods th ...

Numerical analysis software Numerical analysis is the study of algorithms that use numerical approximation (as opposed to symbolic manipulations) for the problems of mathematical analysis (as distinguished from discrete mathematics). It is the study of numerical methods ...

*Libraries ja:数値解析ソフトウェア