Friday, February 8, 2013



A comprehensive list of Numerical libraries ......... for daily use

A library used is a hundred bugs eliminated




Multi-language

  • ALGLIB is an open source numerical analysis library which may be used from C++, C#, FreePascal, Delphi, VBA.
  • IMSL Numerical Libraries are libraries of numerical analysis functionality implemented in standard programming languages like C, Java, C# .NET, Fortran, and Python.
  • The NAG Library is a collection of mathematical and statistical routines for multiple programming languages (C, C++, Fortran, Visual Basic, Java and C#) and packages (MATLAB, Excel, R, LabVIEW).

C

C++

  • Armadillo is a C++ linear algebra library (matrix and vector maths), aiming towards a good balance between speed and ease of use. It employs template classes, and has optional links to BLAS and LAPACK.
  • Blitz++ is a high-performance vector mathematics library written in C++.
  • Eigen is a a vector mathematics library wth performance comparable with Intel's Math Kernel Library
  • Hermes Project: C++/Python library for rapid prototyping of space- and space-time adaptive hp-FEM solvers.
  • IML++ is a C++ library for solving linear systems of equations, capable of dealing with dense, sparse, and distributed matrices.
  • IT++ is a C++ library for linear algebra (matrices and vectors), signal processing and communications. Functionality similar to MATLAB and Octave.
  • LAPACK++, a C++ wrapper library for LAPACK and BLAS
  • LinBox is a C++ template library for doing exact computational linear algebra.
  • MTL4 is a generic C++ template library providing sparse and dense BLAS functionality. MTL4 establishes an intuitive interface (similar to MATLAB) and broad applicability thanks to Generic programming.
  • NTL is a C++ library for number theory.
  • GNU Scientific Library (GSL) is a numerical library for C and C++ programmers. It is free software under the GNU General Public License. The library provides a wide range of mathematical routines such as random number generators, etc. There are over 1000 functions in total with an extensive test suite.

.NET Framework languages C#F# and VB.NET

  • ILNumerics.Net high performance, typesafe numerical array classes and functions for general math, FFT and linear algebra, aims .NET/mono, 32&64 bit, script-like syntax in C#, 2D & 3D plot controls, efficient memory management
  • IMSL Numerical Libraries for .NET is a set of mathematical, statistical, data mining, financial and charting classes written in C#.
  • Measurement Studio is an integrated suite UI controls and class libraries for use in developing test and measurement applications. The analysis class libraries provide various digital signal processing, signal filtering, signal generation, peak detection, and other general mathematical functionality.
  • NMath by CenterSpace Software: numerical component libraries for the .NET platform, including signal processing (FFT) classes, a linear algebra (LAPACK & BLAS) framework, and a statistics package.
  • suanshu.net by Numerical Method Inc.: is a large collection of numerical algorithms including linear algebra, (advanced) optimization, interpolation, Markov model, principal component analysis, time series analysis, hypothesis testing, regressions, statistics, ordinary and partial differential equation solvers, and suanshu.
  • NLinear is a generic linear algebra toolkit in C# compatible with Silverlight.

Fortran



Source ::
http://en.wikipedia.org/wiki/List_of_numerical_libraries

0 comments:

Subscribe to RSS Feed Follow me on Twitter!