ALGLIB
Open source numerical analysis library
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 development with 3 releases per year. It is used by several open-source projects, commercial libraries, and applications (e.g. TOL project, Math.NET Numerics, SpaceClaim).
01Features
Distinctive features of the library are:
- Support for several programming languages with identical APIs (C++, C#, FreePascal/Delphi, VB.NET, Python, and Java)
- Self-contained code with no mandatory external dependencies and easy installation
- Portability (it was tested under x86/x86-64/ARM, Windows and Linux)
- 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
The most actively developed parts of ALGLIB are:
- Mixed-integer optimization, with support for analytic and derivative-free MINLP problems.
- Continuous optimization, with LP, QP, QCQP, SOCP (and other conic problem types) and NLP solvers, derivative-free global solvers and multiobjective optimization algorithms.
- Linear algebra, offering a comprehensive set of both dense and sparse linear solvers and factorizations
- Interpolation, featuring standard algorithms like polynomials and 1D/2D splines, as well as several unique large-scale interpolation/fitting algorithms. These include penalized 1D/2D splines, fast thin plate splines and fast polyharmonic splines, all scalable to hundreds of thousands of points.
- Least squares solvers, including linear/nonlinear unconstrained and constrained least squares and curve fitting solvers
- Data analysis, with various algorithms being implemented
The other functions in the library include:
- Fast Fourier transforms
- Numerical integration
- Ordinary differential equations
- Special functions
- Statistics (descriptive statistics, hypothesis testing)
- Multiple precision versions of linear algebra, interpolation and optimization algorithms (using MPFR for floating point computations)
Sources and credits
This article is adapted from the Wikipedia article “ALGLIB”, written by its contributors and licensed under CC BY-SA 4.0. Fathomly has changed the layout, removed citation markers, navigation and maintenance notices, and adjusted punctuation. This adapted version is shared under the same license. For references, see the original article.
Images, from Wikimedia Commons:
- ALGLIB logo.png by Unknown author, Fair use
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