A cross-platform numerical analysis and data processing library. It supports
several programming languages (C++, C#, Pascal, VBA) and several operating
systems. ALGLIB features include:
- Data analysis (classification/regression, including neural networks)
- Optimization and nonlinear solvers
- Interpolation and linear/nonlinear least-squares fitting
- Linear algebra (direct algorithms, EVD/SVD), direct and iterative linear solvers, Fast Fourier Transform and many other algorithms (numerical integration, ODEs, statistics, special functions)
This is a free edition of alglib.
PR: 221681
Submitted by: yuri@rawbw.com