关于ALILIB

ALGLIB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,PascalVBA),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.

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