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 invol ...

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++ C++ (pronounced "C plus plus") is a high-level general-purpose programming language created by Danish computer scientist Bjarne Stroustrup as an extension of the C programming language, or "C with Classes". The language has expanded significan ...

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 oracle ...

ALGLIB ALGLIB is a cross-platform open source numerical analysis and data processing library. It can be used from several programming languages (C++, C#, VB.NET, Python, Delphi). ALGLIB started in 1999 and has a long history of steady development with r ...

- an open source numerical analysis library.

.NET Framework languages C#, F#,
VB.NET Visual Basic, originally called Visual Basic .NET (VB.NET), is a multi-paradigm, object-oriented programming language, implemented on .NET, Mono, and the .NET Framework. Microsoft launched VB.NET in 2002 as the successor to its original Visua ...
and
PowerShell PowerShell is a task automation and configuration management program from Microsoft, consisting of a command-line shell (computing), shell and the associated scripting language. Initially a Windows component only, known as Windows PowerShell, it ...

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 List ...

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

Perl Perl is a family of two high-level, general-purpose, interpreted, dynamic programming languages. "Perl" refers to Perl 5, but from 2000 to 2019 it also referred to its redesigned "sister language", Perl 6, before the latter's name was offici ...

Perl Data Language Perl Data Language (abbreviated PDL) is a set of free software array programming extensions to the Perl programming language. PDL extends the data structures built into Perl, to include large multidimensional arrays, and adds functionality to m ...

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 The GNU Scientific Library (or GSL) is a software library for numerical computations in applied mathematics and science. The GSL is written in C; wrappers are available for other programming languages. The GSL is part of the GNU Project and is d ...

, LINPACK,

PROJ PROJ (formerly PROJ.4) is a library for performing conversions between cartographic projections. The library is based on the work of Gerald Evenden at the United States Geological Survey (USGS), but since 2019-11-26 is an Open Source Geospatial Fo ...

, 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 eit ...

adding support for the linear algebra library

LAPACK LAPACK ("Linear Algebra Package") is a standard software library for numerical linear algebra. It provides routines for solving systems of linear equations and linear least squares, eigenvalue problems, and singular value decomposition. It als ...

, 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 fre ...

, 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, an ...

, and

PLplot PLplot is a library of subroutines that are often used to make scientific plots in compiled languages such as C, C++, D, Fortran, Ada, OCaml and Java. The library also exists as an unofficial binding for the .NET runtime. ''PLplot'' can als ...

Python Python may refer to: Snakes * Pythonidae, a family of nonvenomous snakes found in Africa, Asia, and Australia ** ''Python'' (genus), a genus of Pythonidae found in Africa and Asia * Python (mythology), a mythical serpent Computing * Python (pro ...

Others

XNUMBERS XNUMBERS is a multi-precision floating point computing and numerical methods library for Microsoft Excel. Xnumbers claims to be an open source Excel addin (xla), the license however is not an open source license. XNUMBERS performs multi-precision ...

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

Microsoft Excel Microsoft Excel is a spreadsheet developed by Microsoft for Microsoft Windows, Windows, macOS, Android (operating system), Android and iOS. It features calculation or computation capabilities, graphing tools, pivot tables, and a macro (comp ...

. *

INTLAB INTLAB (INTerval LABoratory) is an interval arithmetic libraryS.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 ...

–

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 using ...

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, implementation ...

.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 computation, symbolic manipulations) for the problems of mathematical analysis (as distinguished from discrete mathematics). It is the study of ...

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 th ...

*Libraries ja:数値解析ソフトウェア