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ALGLIB is an open source / commercial numerical analysis library with C++ version; Armadillo is a C++ linear algebra library (matrix and vector maths), aiming towards a good balance between speed and ease of use. [1] It employs template classes, and has optional links to BLAS and LAPACK. The syntax is similar to MATLAB.
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 ...
10.1: 2016-11-14: Proprietary commercial software: Paid: Windows, Linux: deal.II: Comprehensive set of tools for finite element codes, scaling from laptops to clusters with 100,000+ cores. Written in C++, it supports all widely used finite element types, serial and parallel meshes, and h and hp adaptivity.
Lis (Library of Iterative Solvers for linear systems; pronounced lis]) is a scalable parallel software library to solve discretized linear equations and eigenvalue problems that mainly arise from the numerical solution of partial differential equations using iterative methods.
Euler Math Toolbox originated in 1988 as a program for Atari ST. At that time, the title of the program was simply Euler, but it turned out to be too unspecific for the Internet. The main aim of the program was to create a tool for testing numerical algorithms, to visualize results, and to demonstrate mathematical content in the classroom.
Eigen is a high-level C++ library of template headers for linear algebra, matrix and vector operations, geometrical transformations, numerical solvers and related algorithms. . Eigen is open-source software licensed under the Mozilla Public License 2.0 since version 3.1
[1] [2] [3] It comes with its own programming language, in which numerical algorithms can be implemented. GNU MCSim a simulation and numerical integration package, with fast Monte Carlo and Markov chain Monte Carlo capabilities. ML.NET is a free-software machine-learning library for the C# programming language. [4] [5]
Advanced Simulation Library (ASL) is a free and open-source hardware-accelerated multiphysics simulation platform. It enables users to write customized numerical solvers in C++ and deploy them on a variety of massively parallel architectures , ranging from inexpensive FPGAs , DSPs and GPUs [ 1 ] up to heterogeneous clusters and supercomputers.