Distinctive features of the library are: • Support for several programming languages with identical APIs (C++, C#, FreePascal/Delphi, VB.NET, Python, and Java) • Self-contained code with no mandatory external dependencies and easy installation • Portability (it was tested under x86/x86-64/ARM,
Windows and
Linux) • Two independent backends (pure C# implementation, native C implementation) with automatically generated APIs (C++, C#, ...) • Same functionality of commercial and GPL versions, with enhancements for speed and parallelism provided in the commercial version The most actively developed parts of ALGLIB are: • Mixed-integer optimization, with support for analytic and derivative-free MINLP problems. • Continuous optimization, with LP, QP, QCQP, SOCP (and other conic problem types) and NLP solvers, derivative-free global solvers and multiobjective optimization algorithms. • Linear algebra, offering a comprehensive set of both dense and sparse linear solvers and factorizations • Interpolation, featuring standard algorithms like polynomials and 1D/2D splines, as well as several unique large-scale interpolation/fitting algorithms. These include penalized 1D/2D splines, fast thin plate splines and fast polyharmonic splines, all scalable to hundreds of thousands of points. • Least squares solvers, including linear/nonlinear unconstrained and constrained least squares and curve fitting solvers •
Data analysis, with various algorithms being implemented The other functions in the library include: •
Fast Fourier transforms •
Numerical integration •
Ordinary differential equations •
Special functions •
Statistics (
descriptive statistics,
hypothesis testing) • Multiple precision versions of
linear algebra,
interpolation and optimization algorithms (using
MPFR for floating point computations) == See also ==