ALGLIB is a

cross-platform In computing, cross-platform software (also called multi-platform software, platform-agnostic software, or platform-independent software) is computer software that is designed to work in several computing platforms. Some cross-platform software r ...

open source Open source is source code that is made freely available for possible modification and redistribution. Products include permission to use the source code, design documents, or content of the product. The open-source model is a decentralized sof ...

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 ...

and

data processing Data processing is the collection and manipulation of digital data to produce meaningful information. Data processing is a form of ''information processing'', which is the modification (processing) of information in any manner detectable by an ...

library 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 ...

. It can be used from several programming languages (

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 ...

, C#,

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 ...

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 ...

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 started in 1999 and has a long history of steady development with roughly 1-3 releases per year. It is used by several open source projects, commercial libraries, and applications (e.g. TOL project, Math.NET Numerics,

SpaceClaim SpaceClaim is a solid modeling CAD (computer-aided design) software that runs on Microsoft Windows and developed by SpaceClaim Corporation. The company is headquartered in Concord, Massachusetts. SpaceClaim Corporation was founded in 2005 to ...

Features

Distinctive features of the library are: * Support for several programming languages with identical APIs (, it supports C++, C#, FreePascal/Delphi, VB.NET and Python) * Self-contained code with no mandatory external dependencies and easy installation * Portability (it was tested under x86/x86-64/ARM,

Windows Windows is a group of several proprietary graphical operating system families developed and marketed by Microsoft. Each family caters to a certain sector of the computing industry. For example, Windows NT for consumers, Windows Server for serv ...

and

Linux Linux ( or ) is a family of open-source Unix-like operating systems based on the Linux kernel, an operating system kernel first released on September 17, 1991, by Linus Torvalds. Linux is typically packaged as a Linux distribution, which ...

) * Two independent backends (pure C# implementation, native C implementation) with automatically generated APIs (C++, C#, ...) * Same functionality of commercial and GPL versions, with enhancements for speed and parallelism provided in the commercial version ALGLIB provides functions for: *

Linear algebra Linear algebra is the branch of mathematics concerning linear equations such as: :a_1x_1+\cdots +a_nx_n=b, linear maps such as: :(x_1, \ldots, x_n) \mapsto a_1x_1+\cdots +a_nx_n, and their representations in vector spaces and through matrices. ...

(direct algorithms, solvers, EVD/SVD) * Fast Fourier transforms *

Numerical integration In analysis, numerical integration comprises a broad family of algorithms for calculating the numerical value of a definite integral, and by extension, the term is also sometimes used to describe the numerical solution of differential equations ...

* Interpolation *

Linear Linearity is the property of a mathematical relationship ('' function'') that can be graphically represented as a straight line. Linearity is closely related to '' proportionality''. Examples in physics include rectilinear motion, the linear ...

and nonlinear least-squares fitting * Optimization (linear and non-linear, both convex and non-convex) *

Ordinary differential equation In mathematics, an ordinary differential equation (ODE) is a differential equation whose unknown(s) consists of one (or more) function(s) of one variable and involves the derivatives of those functions. The term ''ordinary'' is used in contrast w ...

s *

Special functions Special functions are particular mathematical functions that have more or less established names and notations due to their importance in mathematical analysis, functional analysis, geometry, physics, or other applications. The term is defined b ...

Statistics Statistics (from German language, German: ''wikt:Statistik#German, Statistik'', "description of a State (polity), state, a country") is the discipline that concerns the collection, organization, analysis, interpretation, and presentation of ...

(

descriptive statistics A descriptive statistic (in the count noun sense) is a summary statistic that quantitatively describes or summarizes features from a collection of information, while descriptive statistics (in the mass noun sense) is the process of using and an ...

hypothesis testing A statistical hypothesis test is a method of statistical inference used to decide whether the data at hand sufficiently support a particular hypothesis. Hypothesis testing allows us to make probabilistic statements about population parameters. ...

) *

Data analysis Data analysis is a process of inspecting, cleansing, transforming, and modeling data with the goal of discovering useful information, informing conclusions, and supporting decision-making. Data analysis has multiple facets and approaches, enco ...

(classification/regression, including neural networks) * Multiple precision versions of

linear algebra Linear algebra is the branch of mathematics concerning linear equations such as: :a_1x_1+\cdots +a_nx_n=b, linear maps such as: :(x_1, \ldots, x_n) \mapsto a_1x_1+\cdots +a_nx_n, and their representations in vector spaces and through matrices. ...

, interpolation and optimization algorithms (using

MPFR The GNU Multiple Precision Floating-Point Reliable Library (GNU MPFR) is a GNU portable C library for arbitrary-precision binary floating-point computation with correct rounding, based on GNU Multi-Precision Library. Library MPFR's computatio ...

for floating point computations)

References

{{Reflist

External links

Official ALGLIB website
Numerical libraries

Features

See also

References

External links