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 development with roughly 1-3 releases per year.

It is used by several open-source projects, commercial libraries, and applications (e.g. TOL project, Math.NET Numerics,[1][2] SpaceClaim[3]).

Distinctive features of the library are: The most actively developed parts of ALGLIB are: The other functions in the library include: