About:
ALGLIB is an open source numerical analysis library distributed under GPL 2+. It implements both general numerical algorithms and machine learning algorithms. 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.
Changes:
New algorithms implemented: exact and approximate nearest neighbor search using kd-trees, new multidimensional scattered data interpolation/fitting algorithm with O(N·logN) complexity (modified Shepard's method with fast k-NN queries), linear algebra algorithms
faster QR/LQ, matrix inversion, condition number estimation.
Minor fixes
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