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ALGLIB
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<h2 id="features">Features</h2> <p>Distinctive features of the library are: </p> <ul><li>Support for several programming languages with identical APIs (as of 2023, it supports C++, C#, FreePascal/Delphi, VB.NET, Python, and Java)</li> <li>Self-contained code with no mandatory external dependencies and easy installation</li> <li>Portability (it was tested under x86/x86-64/ARM, <a href="/facts/Microsoft_Windows/bwhAhuSL">Windows</a> and <a href="/facts/Linux/9FvCKSTq">Linux</a>)</li> <li>Two independent backends (pure C# implementation, native C implementation) with automatically generated APIs (C++, C#, ...)</li> <li>Same functionality of commercial and GPL versions, with enhancements for speed and parallelism provided in the commercial version</li></ul> <p>The most actively developed parts of ALGLIB are: </p> <ul><li>Linear algebra, offering a comprehensive set of both dense and sparse linear solvers and factorizations</li> <li>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.</li> <li>Least squares solvers, including linear/nonlinear unconstrained and constrained least squares and curve fitting solvers</li> <li>Optimization, with LP, QP, QCQP, SOCP (and other conic problem types) and NLP solvers, derivative-free global solvers and multiobjective optimization algorithms.</li> <li><a href="/facts/Data_analysis/CNtARxLW">Data analysis</a>, with various algorithms being implemented</li></ul> <p>The other functions in the library include: </p> <ul><li><a href="/facts/Fast_Fourier_transform/caT7UUCh">Fast Fourier transforms</a></li> <li><a href="/facts/Numerical_integration/MwJnvcDV">Numerical integration</a></li> <li><a href="/facts/Ordinary_differential_equation/ygKGQ8kD">Ordinary differential equations</a></li> <li><a href="/facts/Special_functions/JETSeucA">Special functions</a></li> <li><a href="/facts/Statistics/DNPsKGYU">Statistics</a> (<a href="/facts/Descriptive_statistics/vnTP8Ryr">descriptive statistics</a>, <a href="/facts/Hypothesis_testing/yv9RPF6U">hypothesis testing</a>)</li> <li>Multiple precision versions of <a href="/facts/Linear_algebra/8VaB4VWk">linear algebra</a>, <a href="/facts/Interpolation/8PyetX4f">interpolation</a> and optimization algorithms (using <a href="/facts/MPFR/csBsCoTD">MPFR</a> for floating point computations)</li></ul> <h2 id="see-also">See also</h2> <ul> <li>Free and open-source software portal</li></ul> <ul><li><a href="/facts/List_of_numerical_analysis_software/yKFzDBDK">List of numerical analysis software</a></li> <li><a href="/facts/List_of_numerical_libraries/p5kgpwob">List of numerical libraries</a></li></ul> <h2 id="external-links">External links</h2> <ul><li><a href="http://www.alglib.net/">Official ALGLIB website</a></li></ul> <h2 id="references">References</h2> <ol> <li id="fn:1"><p>"Math.NET Numerics". Numerics.mathdotnet.com. Retrieved 2010-07-10. <a href="http://numerics.mathdotnet.com/" target="_blank">http://numerics.mathdotnet.com/</a> <a href="#fnref:1" class="footnote-back-ref">↩</a></p></li> <li id="fn:2"><p>"Math.NET Numerics Contributors". GitHub.com. Retrieved 2013-05-07. <a href="https://github.com/mathnet/mathnet-numerics/blob/master/CONTRIBUTORS.md" target="_blank">https://github.com/mathnet/mathnet-numerics/blob/master/CONTRIBUTORS.md</a> <a href="#fnref:2" class="footnote-back-ref">↩</a></p></li> <li id="fn:3"><p>"End User License". .spaceclaim.com. Retrieved 2010-07-10. <a href="http://www2.spaceclaim.com/UsingSpaceClaim/misc/userlicense.aspx" target="_blank">http://www2.spaceclaim.com/UsingSpaceClaim/misc/userlicense.aspx</a> <a href="#fnref:3" class="footnote-back-ref">↩</a></p></li> </ol>