Description:

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 mloss.org.

BibTeX Entry: Download

Supported Operating Systems: Platform Independent

Data Formats: None

Archive: download here

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