|
Creator |
Language |
First public release |
Latest stable version |
Source code availability |
License |
Notes |
| ALGLIB[1] |
ALGLIB Project |
C++, C#, Python, FreePascal |
2006 |
4.00.0 / 05.2023 |
Free |
GPL/commercial |
General purpose numerical analysis library with C++, C#, Python, FreePascal interfaces. |
| Armadillo[2][3] |
NICTA |
C++ |
2009 |
12.6.6 / 10.2023 |
Free |
Apache License 2.0 |
C++ template library for linear algebra; includes various decompositions and factorisations; syntax (API) is similar to MATLAB. |
| ATLAS |
R. Clint Whaley et al. |
C |
2001 |
3.10.3 / 07.2016 |
Free |
BSD |
Automatically tuned implementation of BLAS. Also includes LU and Cholesky decompositions. |
| Blaze[4] |
K. Iglberger et al. |
C++ |
2012 |
3.8 / 08.2020 |
Free |
BSD |
Blaze is an open-source, high-performance C++ math library for dense and sparse arithmetic. |
| Blitz++ |
Todd Veldhuizen |
C++ |
? |
1.0.2 / 10.2019 |
Free |
GPL |
Blitz++ is a C++ template class library that provides high-performance multidimensional array containers for scientific computing. |
| Boost uBLAS |
J. Walter, M. Koch |
C++ |
2000 |
1.84.0 / 12.2023 |
Free |
Boost Software License |
uBLAS is a C++ template class library that provides BLAS level 1, 2, 3 functionality for dense, packed and sparse matrices. |
| Dlib |
Davis E. King |
C++ |
2006 |
19.24.2 / 05.2023 |
Free |
Boost |
C++ template library; binds to optimized BLAS such as the Intel MKL; Includes matrix decompositions, non-linear solvers, and machine learning tooling |
| Eigen |
Benoît Jacob |
C++ |
2008 |
3.4.0 / 08.2021 |
Free |
MPL2 |
Eigen is a C++ template library for linear algebra: matrices, vectors, numerical solvers, and related algorithms. |
| Fastor[5] |
R. Poya, A. J. Gil and R. Ortigosa |
C++ |
2016 |
0.6.4 / 06.2023 |
Free |
MIT License |
Fastor is a high performance tensor (fixed multi-dimensional array) library for modern C++. |
| GNU Scientific Library[6] |
GNU Project |
C, C++ |
1996 |
2.7.1 / 11.2021 |
Free |
GPL |
General purpose numerical analysis library. Includes some support for linear algebra. |
| IMSL Numerical Libraries |
Rogue Wave Software |
C, Java, C#, Fortran, Python |
1970 |
many components |
Non-free |
Proprietary |
General purpose numerical analysis library. |
| LAPACK[7][8] |
|
Fortran |
1992 |
3.12.0 / 11.2023 |
Free |
3-clause BSD |
Numerical linear algebra library with long history |
| librsb |
Michele Martone |
C, Fortran, M4 |
2011 |
1.2.0 / 09.2016 |
Free |
GPL |
High-performance multi-threaded primitives for large sparse matrices. Support operations for iterative solvers: multiplication, triangular solve, scaling, matrix I/O, matrix rendering. Many variants: e.g.: symmetric, hermitian, complex, quadruple precision. |
| oneMKL |
Intel |
C, C++, Fortran |
2003 |
2023.1 / 03.2023 |
Non-free |
Intel Simplified Software License |
Numerical analysis library optimized for Intel CPUs and GPUs. C++ SYCL based reference API implementation available in source for free. |
| Math.NET Numerics |
C. Rüegg, M. Cuda, et al. |
C# |
2009 |
5.0.0 / 04.2022 |
Free |
MIT License |
C# numerical analysis library with linear algebra support |
| Matrix Template Library |
Jeremy Siek, Peter Gottschling, Andrew Lumsdaine, et al. |
C++ |
1998 |
4.0 / 2018 |
Free |
Boost Software License |
High-performance C++ linear algebra library based on Generic programming |
| NAG Numerical Library |
The Numerical Algorithms Group |
C, Fortran |
1971 |
many components |
Non-free |
Proprietary |
General purpose numerical analysis library. |
| NMath |
CenterSpace Software |
C# |
2003 |
7.1 / 12.2019 |
Non-free |
Proprietary |
Math and statistical libraries for the .NET Framework |
| SciPy[9][10][11] |
Enthought |
Python |
2001 |
1.11.1 / 6.2023 |
Free |
BSD |
Based on Python |
| Xtensor[12] |
S. Corlay, W. Vollprecht, J. Mabille et al. |
C++ |
2016 |
0.21.10 / 11.2020 |
Free |
3-clause BSD |
Xtensor is a C++ library meant for numerical analysis with multi-dimensional array expressions, broadcasting and lazy computing. |