This is a list of numerical libraries, which are

libraries A library is a collection of Book, books, and possibly other Document, materials and Media (communication), media, that is accessible for use by its members and members of allied institutions. Libraries provide physical (hard copies) or electron ...

used in

software development Software development is the process of designing and Implementation, implementing a software solution to Computer user satisfaction, satisfy a User (computing), user. The process is more encompassing than Computer programming, programming, wri ...

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), was an ancient sacred precinct and the seat of Pythia, the major oracle who was consulted about important decisions throughout the ancient Classical antiquity, classical world. The A ...

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, Java). ALGLIB started in 1999 and has a long history of steady developm ...

- an open source numerical analysis library.

.NET Framework languages C#, F#, VB.NET and
PowerShell PowerShell is a shell program developed by Microsoft for task automation and configuration management. As is typical for a shell, it provides a command-line interpreter for interactive use and a script interpreter for automation via a langu ...

Fortran

Java Java is one of the Greater Sunda Islands in Indonesia. It is bordered by the Indian Ocean to the south and the Java Sea (a part of Pacific Ocean) to the north. With a population of 156.9 million people (including Madura) in mid 2024, proje ...

OCaml OCaml ( , formerly Objective Caml) is a General-purpose programming language, general-purpose, High-level programming language, high-level, Comparison of multi-paradigm programming languages, multi-paradigm programming language which extends the ...

OCaml OCaml ( , formerly Objective Caml) is a General-purpose programming language, general-purpose, High-level programming language, high-level, Comparison of multi-paradigm programming languages, multi-paradigm programming language which extends the ...

programming language has support for array programming in the standard library, also with an specific module named bigarrays for multi-dimensional, numerical arrays, with both C and Fortran layout options. A comprehensive support of numerical computations is provided by the library Owl Scientific Computing which provides methods for statistics, linear algebra (using OpenBLAS), differential equations, algorithmic differentiation, Fourier fast transform, or deep neural networks. Other numerical libraries in OCaml ar
Lacaml
that interfaces BLAS and LAPACK Fortran/C libraries
L-BFGS-ocaml
(OCaml bindings for L-BFGS). For visualization there are libraries for plotting using

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 ...

, gnuplot or

matplotlib Matplotlib (portmanteau of MATLAB, plot, and library) is a Plotter, plotting Library (computer science), library for the Python (programming language), Python programming language and its Numerical analysis, numerical mathematics extension NumPy. ...

Perl Perl is a high-level, general-purpose, interpreted, dynamic programming language. Though Perl is not officially an acronym, there are various backronyms in use, including "Practical Extraction and Reporting Language". Perl was developed ...

* 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 (programming language), C; wrappers are available for other programming languages. The GSL is part of ...

LINPACK LINPACK is a software library for performing numerical linear algebra on digital computers. It was written in Fortran by Jack Dongarra, Jim Bunch, Cleve Moler, and Gilbert Stewart, and was intended for use on supercomputers in the 1970s and e ...

PROJ In algebraic geometry, Proj is a construction analogous to the spectrum-of-a-ring construction of affine schemes, which produces objects with the typical properties of projective spaces and projective varieties. The construction, while not funct ...

, and plotting with PGPLOT. There are libraries on

CPAN The Comprehensive Perl Archive Network (CPAN) is a software repository of over 220,000 software modules and accompanying documentation for 45,500 distributions, written in the Perl programming language by over 14,500 contributors. ''CPAN'' can de ...

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, and plotting with gnuplot, and

Python

Others

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

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

. *

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 mitigate rounding and measurement errors in mathematical computation by computing function bounds. Numeri ...

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 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 *Libraries Numerical programming languages ja:数値解析ソフトウェア

Multi-language

C

C++

Delphi Delphi (; ), in legend previously called Pytho (Πυθώ), was an ancient sacred precinct and the seat of Pythia, the major oracle who was consulted about important decisions throughout the ancient Classical antiquity, classical world. The A ...

.NET Framework languages C#, F#, VB.NET and PowerShell PowerShell is a shell program developed by Microsoft for task automation and configuration management. As is typical for a shell, it provides a command-line interpreter for interactive use and a script interpreter for automation via a langu ...

Fortran

Java Java is one of the Greater Sunda Islands in Indonesia. It is bordered by the Indian Ocean to the south and the Java Sea (a part of Pacific Ocean) to the north. With a population of 156.9 million people (including Madura) in mid 2024, proje ...

OCaml OCaml ( , formerly Objective Caml) is a General-purpose programming language, general-purpose, High-level programming language, high-level, Comparison of multi-paradigm programming languages, multi-paradigm programming language which extends the ...

Perl Perl is a high-level, general-purpose, interpreted, dynamic programming language. Though Perl is not officially an acronym, there are various backronyms in use, including "Practical Extraction and Reporting Language". Perl was developed ...

Python

Others

See also

References

External links

.NET Framework languages C#, F#, VB.NET and
PowerShell PowerShell is a shell program developed by Microsoft for task automation and configuration management. As is typical for a shell, it provides a command-line interpreter for interactive use and a script interpreter for automation via a langu ...