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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]
- 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.
The Matrix Template Library
- High-performance generic component library that provides comprehensive linear algebra functionality for a wide variety of matrix formats.
- 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]
- 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.
- A C++ class library for efficient sparse matrix computations across various computational platforms.
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