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Computers/Programming/Languages/C++/Class_Libraries/Numerics

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Numerics resources

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)

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)

Newmat09: C++ Matrix Library

Emphasis is on the kind of operations needed in statistical calculations such as least squares, linear equation solve and eigenvalues.

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]

SparseLib++

A C++ class library for efficient sparse matrix computations across various computational platforms.

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]

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]