数值计算 高等数学 线性代数 免费库

    • PyMat, a matrix package for the Python programming language.
    • JAMA, an elementary linear algebra package for Java.
    • MTL, the Matrix Template Library. Dense and sparse matrices and vectors; banded, symmetric, triangular matrices; basic algorithms. C++.
    • uBLAS, BLAS in C++ with expression templates.
    • tvmet, a C++ library for "tiny" vectors and matrices with expression templates.
    • GMM++, generic C++ template library for sparse, dense and skyline matrices, with solvers from ITL.
    • dnAnalytics, C# numerics library, linear algebra, BLAS interface.
    • MET, a C++ matrix library with expression templates, which eliminates the overhead of overloaded operators.
    • SL++, the Scientific Library project. Will provide matrices, random numbers, complex, quaternions, plotting, and FFTs. C++.
    • Seldon, C++ library for linear algebra with BLAS interface. Many matrix types (sparse, symmetric, hermitian, etc.) are supported.
    • ALP, linear and polynomial algebra. Vectors, matrices, polynomials.
    • SVMT: E. Robert Tisdale's proposal for a standard C++ Scalar, Vector, Matrix and Tensor Class Library (with implementation). Note: this is a proposal, not an official standard.
    • GNUSSL[ftp only], the GNU Scientific Software Library. Linear algebra and arrays. C++.
    • CPPLapack, C++ wrapper for BLAS and LAPACK.
    • Lapack++, C++ wrapper for BLAS and LAPACK.
    • IML++A C++ template library for numerical iterative methods.
    • MV++Numerical Matrix/Vector Classes in C++
    • SparseLib++A library for sparse matrix computations, including the Sparse BLAS (Basic Linear Algebra Subprograms). C++.
    • ISIS++, an object-oriented framework for solving sparse linear systems of equations. C++.
    • ARPACK++, a C++ template library for solving large-scale standard and generalized eigenvalue problems.
    • TheTemplate Numerical Toolkit(TNT) for linear algebra is a successor to theLapack++,Sparselib++,IML++, andMV++packages. Its goal is to integrate these ideas into a generic algorithmic library, supporting generic user-defined data types, and increasing its functionality. C++.
    • LinAlg, basic linear algebra and optimization classes. C++.
    • CAM C++ Class Library(Matrix, vector, and graphics classes)
    • Newmat, a C++ matrix library (docs,download)
    • CLHEPincludes matrix classes, random number generators for the High Energy Physics (HEP) community. C++.
    • BPKIT, Block Preconditioning Toolkit for iterative solution of linear systems. Callable from C++, C, or FORTRAN.
  • 转自http://www.oonumerics.org/oon/
  • Linear Algebra
  • Arrays and Images
    • FreePOOMAframework for scientific computing on sequential and parallel computers. C++.
    • TheBlitz++class library: Array and Vector classes which rival Fortran's performance. C++.
    • The AIPS++ Array and Image Classes(Astronomical Information Processing System). C++.
    • Daixtrose, a general-purpose expression template engine.
    • PETE, an expression templates library -- add expression templates to your own array class.
    • SCTL (BlueSail), C++, arrays, matrics, vectors, sparse, rotations.
    • NumPy, Numerical extensions to Python.
    • VIGRA, generic computer vision/image processing library.
    • CPPIMAA C++ image processing library
    • LIMP, Large Image Manipulation Program
    • Image Restoration and Inpainting, C++ library for image restoration.
    • valarray<Troy>[ftp only], approximation of thevalarray<T>class described in Ch. 26 of the ANSI/ISO C++ Standard. Usesexpression templatesfor efficient evaluation.
    • Image Understanding Environment (IUE), a DARPA project. C++.
    • WAILI, a wavelet transform library in C++.
  • Neural Networks, genetic algorithms, machine learning, data mining
  • High-Energy Physics and Quantum Chemistry
  • Multiprecision, arbitrary precision data types
    • NTL, arbitrary length integers, vectors/matrices/polynomials over integers and over finite fields.
    • EXTNUM, version of double which has the same number of mantissa bits as IEEE 754, but extends the exponent to have range from 10^-646456993to 10^646456992.
    • CLN, an extensive number library. Arbitrary precision integer, float, rational, polynomials, complex, modular integers, transcendental functions, assembly language kernels for some CPUs.
    • MUNTL, Multiprecision unsigned number template library (C++).
    • MPFUN++, a multiple precision floating point computation package in C++.
    • LiDIA, A library for computational number theory. Provides a collection of highly optimized implementations of various multiprecision data types and time-intensive algorithms.
    • Apfloat, a C++ High Performance Arbitrary Precision Arithmetic Package
    • hfloat, An arbitrary precision package, optimized for very large (> 1000) (decimal) digit numbers.
    • fPoint, a C++ class which helps convert floating-point arithmetic to fixed-point arithmetic by recommending range and precision requirements.
    • doubledouble, a quad-precision (approximately 30 decimal place) floating point arithmetic class.
  • Differential Equations
    • Rheoolef, finite element environment in C++.
    • EXPDE, a C++ library for solving partial differential equations on semi-unstructured grids. Parallel.
    • PZ, a C++ library for finite elements. 1-3 dimensions with hp-adaptivity, continuous or discontinuous, variety of matrix formats.
    • MBDyn, multibody dynamics analysis in C++. Built-in parallelization via MPI/Metis.
    • P2MESH, 2D finite volume/finite elements, C++ library designed for fast prototyping of high-performance PDE solvers.
    • Femlisp, a Common Lisp framework for Finite Element Methods.
    • GETFEM++, a C++ finite element library, generic, arbitrary dimensions.
    • MOUSE, a C++ library for finite volume computations on unstructured grids.
    • DEAL, a C++ library for adaptive finite elements and error estimation. Supports SMPs.
    • ODE++, a class library for ordinary differential equations. Explicit and linear-implicit ODE systems, IVP and BVP parameters, various solvers (Runge-Kutta, multistep, BDF). [English] [Deutsch]
    • PETSc, object-oriented software for partial differential equations (programmed in C)
    • Diffpack, partial differential equations in C++. ($)
    • TIDE:Classes for Ordinary Differential Equations. Provides vectors and matrices, extrapolation integrator for ODEs, sparse matrix classes, eigenvalues, shooting for two point BVPs, nonlinear solver, continuation
    • BoxLib/CCSE Applications Suite(docs), a class library supporting adaptive mesh refinement (AMR) schemes for computational fluid dynamics.
    • OVERTURE, a C++ class library for solving PDEs in complicated domains. Includes adaptive mesh refinement and overlapping grids.
    • FEMLIB (ftp,www) A Finite Element package [ftp only] by Michael Tiller (BROKEN LINK, no longer supported)
  • Automatic differentiation and interval arithmetic
    • Gaol, C++ library for interval arithmetic. Includes methods for interval constraint solvers.
    • FADBAD-TADIFF, a C++ package for automatic differentiation using any arithmetic (double or interval) by operator overloading.
    • PROFIL/BIAS [English] [Deutsch], a C++ interval arithmetic class library.
  • Visualization
  • Graph Theory/Combinatorics
    • Boost Graph Library, a general purpose, generic C++ library for graph data structures and graph algorithms.
    • GTL, the Graph Template Library (C++).
    • LEDA, a C++ library for graph theory and combinatorial computing.
  • Language interoperability/scripting
    • CPPF77(cppf77.zip), a utility for interfacing C++ and Fortran 77 programs.
    • Paul Dubois'scode for interfacing Python and C++
    • SWIG, generates Perl, Python, Tcl, Java, Eiffel and Guile wrappers for C++ libraries.
    • SILOON(Scripting Interface Languages for Object-Oriented Numerics), toolkits and run-time support for building scripting interfaces to existing numerical codes in C, C++, and Fortran. Generates script bindings for Perl, Tcl, and Python.
    • Matwrap, a tool which generates C++ wrapper code for matrix-oriented scripting languages such as Matlab 5, Octave, and tela.
  • Transforms
    • FFTPACK++, a C++ wrapper for FFTPACK complex routines using LAPACK++ Matrix and Vector classes.
    • TheFXTlibrary of transforms. FFTs, Hartley, Number theoretic, Walsh, others coded in C++.
  • Optimization
    • COOOL, an object-oriented optimization library
    • OptSolve++, a C++ optimization library from Tech-X. (commercial)
    • StarFLIP, optimization library for combinatorial problems with fuzzy constraints (C++)
    • LM (Levenberg-Marquardt)implementation in Java for nonlinear least squares problems.
  • Miscellaneous

  • Tools
    • TAU(Tuning and Analysis Utilities), explicit instrumentation of C++ libraries for profiling and tracing. For both serial and parallel codes.

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