List of numerical libraries
This is a list of numerical libraries, which are libraries used in software development for performing numerical calculations. It is not a complete listing but is instead a list of numerical libraries with articles on Wikipedia, with few exceptions.
The choice of a typical library depends on a range of requirements such as: desired features, licensing, readability of API, portability or platform/compiler dependence, performance, ease-of-use, continued support from developers, standard compliance, specialized optimization in code for specific application scenarios or even the size of the code-base to be installed.
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- ALGLIB - an open source numerical analysis library.
[OCaml]
- OCaml programming language has support for array programming in the standard library, also with a specific module named bigarrays for multi-dimensional, numerical arrays, with both C and Fortran layout options. A comprehensive support of numerical computations is provided by the library Owl Scientific Computing which provides methods for statistics, linear algebra, differential equations, algorithmic differentiation, Fourier fast transform, or deep neural networks. Other numerical libraries in OCaml are that interfaces BLAS and LAPACK Fortran/C libraries, . For visualization there are libraries for plotting using PLplot, gnuplot or matplotlib.
[Perl]
- Perl Data Language gives standard Perl the ability to compactly store and speedily manipulate the large N-dimensional data arrays. It can perform complex and matrix maths, and has interfaces for the GNU Scientific Library, LINPACK, PROJ, and plotting with PGPLOT. There are libraries on CPAN adding support for the linear algebra library LAPACK, the Fourier transform library FFTW, and plotting with gnuplot, and PLplot.
Others
- XNUMBERS - multi-precision floating-Point computing and numerical methods for Microsoft Excel.
- INTLAB - interval arithmetic library for MATLAB.