This is a list of numerical libraries, which are libraries used in software development 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

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 wi ...

- 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, 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 offic ...

* 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 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 ...

, 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 ei ...

adding support for the linear algebra library LAPACK, the Fourier transform library FFTW, and plotting with gnuplot, 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 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, implementat ...

.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 software *Libraries ja:数値解析ソフトウェア