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  • Blitz++ - Scientific computing C++ library. Uses template techniques to achieve high performance.
  • C++ Matrix Template Class Library - Supports arithmetic operations, sub-matrix operations, inversion, various matrix decompositions, solution of simultaneous linear equations, and eigen value and eigen vector problem. (by Techsoft)
  • CLN - Class Library for Numbers - CLN is a library for computations with all kinds of numbers. It has a rich set of number classes: Integers (with unlimited precision), Rational numbers, Floating-point numbers, Complex numbers, Modular integers (integers modulo a fixed integer), Univariate polynomials. [Open Source, GPL]
  • Large Number Class - A class which allows for developers to implement numbers much larger than previously allowed by built in data types in C++. (currently supports up to 1000 decimal places)
  • Levenberg-Marquardt non-linear least squares algorithms in C/C++ - Package containing double and single precision flavors of the Levenberg-Marquardt algorithm. Included are versions with analytic and finite difference approximated jacobians. [Open source, GPL]
  • Math Objects - Template based math library for C++. Also has algorithms that compute the Smith and the Smith-McMillan form for matrices of polynomials or rational functions respectively.
  • MatrixLib - A compact cross platform C++ matrix operations class library for Windows, Mac OS X and Linux. It provides over a hundred different matrix operations and interfaces to BLAS and LAPACK. [Commercial]
  • Mersenne Twister - Freeware C++ implementation of the famous Mersenne Twister pseudo-random number generator algorithm, known as one of the best generators, with a period of 2^19937-1. Written in 100% standard ISO C++. [Open Source]
  • Newmat09: C++ Matrix Library - Emphasis is on the kind of operations needed in statistical calculations such as least squares, linear equation solve and eigenvalues.
  • OptSolve++ - Provides a convenient and extensible interface for rapid nonlinear optimization or root-finding with user-specified functions.
  • SparseLib++ - A C++ class library for efficient sparse matrix computations across various computational platforms.
  • The Matrix Template Library - High-performance generic component library that provides comprehensive linear algebra functionality for a wide variety of matrix formats.
  • The Object-Oriented Numerics Page - Scientific Computing in Object-Oriented Languages
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Last update: Sunday, March 15, 2009 9:47:10 PM EDT - edit