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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.
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.
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.
[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]
The FEniCS Project is a collection of free and open-source software components with the common goal to enable automated solution of differential equations.The components provide scientific computing tools for working with computational meshes, finite-element variational formulations of ordinary and partial differential equations, and numerical linear algebra.
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An interface to the Python language is available through the PyArmadillo package, [4] which facilitates prototyping of algorithms in Python followed by relatively straightforward conversion to C++. Armadillo is a core dependency of the mlpack machine learning library [5] and the ensmallen C++ library for numerical optimization. [6]
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