关于ALILIB

ALGLIB是一个跨平台的数值分析和数据处理库。它支持多种编程语言（C + +，C＃中，Pascal，VBA），和多种操作系统（Windows，Linux和Solaris）的。 ALGLIB功能包括：

（1）线性代数（包括矩阵分析，EVD / SVD）；
（2）方程求解（线性和非线性）；
（3）插值；
（4）最优化；
（5）快速傅立叶变换；
（6）数值积分；
（7）线性和非线性最小二乘拟合；
（8）常微分方程求解；
（9）特殊函数；
（10）统计（描述统计、假设检验）；
（11）数据分析（分类、回归、神经网络）；
 (12) 线性代数，插值优化和其他算法的多精度版本（使用浮点运算MPFR）

 

 

 

ALGLIB is a cross-platform numerical analysis and data processing library. It supports several programming languages (C++, C#, Pascal, VBA) and several operating systems (Windows, Linux, Solaris). ALGLIB features include:

• Linear algebra (direct algorithms, EVD/SVD)
• Solvers (linear and nonlinear)
• Interpolation
• Optimization
• Fast Fourier transforms
• Numerical integration
• Linear and nonlinear least-squares fitting
• Ordinary differential equations
• Special functions
• Statistics (descriptive statistics, hypothesis testing)
• Data analysis (classification/regression, including neural networks)
• Multiple precision versions of linear algebra, interpolation optimization and others algorithms (using MPFR for floating point computations)

Why to choose ALGLIB? Because it is:

• portable. It can be compiled almost anywhere using almost any compiler (see compatibility matrix for more info).
• easy to use. It supports many programming languages. If you use one language, you don't need to study another (FORTRAN, for example) to compile and link an external library.
• open source. It can be used for free under GPL 2+.
• suited for commercial users too. Those who want to use ALGLIB in commercial applications can buy commercial license without copyleft requirement.