Directory of Numerics Resources

Home > Top > Computers > Programming > Languages > C++ > Class Libraries > Numerics

Resources in This Category

• C++ Matrix Template Class Library

  http://www.techsoftpl.com/matrix/
  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

  http://www.ginac.de/CLN/
  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

  http://lnc.sourceforge.net/
  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++

  http://www.ics.forth.gr/%7Elourakis/levmar/
  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

  http://math-objects.sourceforge.net/
  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

  http://www.psatellite.com/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

  http://www.bedaux.net/mtrand/
  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

  http://www.robertnz.net/nm_intro.htm
  Emphasis is on the kind of operations needed in statistical calculations such as least squares, linear equation solve and eigenvalues.

• SparseLib++

  http://math.nist.gov/sparselib%2B%2B/
  A C++ class library for efficient sparse matrix computations across various computational platforms.

• The Matrix Template Library

  http://www.osl.iu.edu/research/mtl/
  High-performance generic component library that provides comprehensive linear algebra functionality for a wide variety of matrix formats.

 

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