Description
ALGLIB is a cross-platform numerical analysis and data processing library. This package support C++. 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)