Project details for ALGLIB

Logo ALGLIB 2.3.0

by Sergey_Bochkanov - February 1, 2010, 10:06:17 CET [ Project Homepage BibTeX Download ]

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ALGLIB is an open source numerical analysis library distributed under GPL 2+. It implements both general numerical algorithms and machine learning algorithms.

As for machine learning algorithms, ALGLIB implements: MLPs, early stopping ensembles, LDA, PCA, k-means++, several other data analysis algorithms. As for general numerical algorithms, ALGLIB implements linear algebra functions (subset of LAPACK), linear solvers, ODE solvers, nonlinear optimization, interpolation/fitting, integration, fast transforms.

ALGLIB can be used from C#, C, FreePascal, VBA and other languages. It is the only numerical analysis library which uses automatic translation to generate source code written in different programming languages with 100% identical functionality. So, C# version is written entirely in C#, C++ version is entirely C++, but they provide exactly the same interface.

Changes to previous version:

Initial Announcement on

BibTeX Entry: Download
URL: Project Homepage
Supported Operating Systems: Platform Independent
Data Formats: None
Archive: download here

Other available revisons

Version Changelog Date
  1. New algorithms implemented: exact and approximate nearest neighbor search using kd-trees, new multidimensional scattered data interpolation/fitting algorithm with O(N┬ĚlogN) complexity (modified Shepard's method with fast k-NN queries), linear algebra algorithms

  2. faster QR/LQ, matrix inversion, condition number estimation.

  3. Minor fixes

March 10, 2010, 14:07:35

Initial Announcement on

February 1, 2010, 10:06:17


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