数值计算 高等数学 线性代数 免费库

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  • PyMat, a matrix package for the Python programming language.
  • JAMA, an elementary linear algebra package for Java.
  • MTL, the Matrix Template Library. Dense and sparse matrices and vectors; banded, symmetric, triangular matrices; basic algorithms. C++.
  • uBLAS, BLAS in C++ with expression templates.
  • tvmet, a C++ library for "tiny" vectors and matrices with expression templates.
  • GMM++, generic C++ template library for sparse, dense and skyline matrices, with solvers from ITL.
  • dnAnalytics, C# numerics library, linear algebra, BLAS interface.
  • MET, a C++ matrix library with expression templates, which eliminates the overhead of overloaded operators.
  • SL++, the Scientific Library project. Will provide matrices, random numbers, complex, quaternions, plotting, and FFTs. C++.
  • Seldon, C++ library for linear algebra with BLAS interface. Many matrix types (sparse, symmetric, hermitian, etc.) are supported.
  • ALP, linear and polynomial algebra. Vectors, matrices, polynomials.
  • SVMT: E. Robert Tisdale's proposal for a standard C++ Scalar, Vector, Matrix and Tensor Class Library (with implementation). Note: this is a proposal, not an official standard.
  • GNUSSL [ftp only], the GNU Scientific Software Library. Linear algebra and arrays. C++.
  • CPPLapack, C++ wrapper for BLAS and LAPACK.
  • Lapack++, C++ wrapper for BLAS and LAPACK.
  • IML++ A C++ template library for numerical iterative methods.
  • MV++ Numerical Matrix/Vector Classes in C++
  • SparseLib++ A library for sparse matrix computations, including the Sparse BLAS (Basic Linear Algebra Subprograms). C++.
  • ISIS++, an object-oriented framework for solving sparse linear systems of equations. C++.
  • ARPACK++, a C++ template library for solving large-scale standard and generalized eigenvalue problems.
  • The Template Numerical Toolkit (TNT) for linear algebra is a successor to the Lapack++, Sparselib++, IML++, andMV++ packages. Its goal is to integrate these ideas into a generic algorithmic library, supporting generic user-defined data types, and increasing its functionality. C++.
  • LinAlg, basic linear algebra and optimization classes. C++.
  • CAM C++ Class Library (Matrix, vector, and graphics classes)
  • Newmat, a C++ matrix library (docs, download)
  • CLHEP includes matrix classes, random number generators for the High Energy Physics (HEP) community. C++.
  • BPKIT, Block Preconditioning Toolkit for iterative solution of linear systems. Callable from C++, C, or FORTRAN.
• 转自http://www.oonumerics.org/oon/
• Linear Algebra

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• Arrays and Images
  • FreePOOMA framework for scientific computing on sequential and parallel computers. C++.
  • The Blitz++ class library: Array and Vector classes which rival Fortran's performance. C++.
  • The AIPS++ Array and Image Classes (Astronomical Information Processing System). C++.
  • Daixtrose, a general-purpose expression template engine.
  • PETE, an expression templates library -- add expression templates to your own array class.
  • SCTL (BlueSail), C++, arrays, matrics, vectors, sparse, rotations.
  • NumPy, Numerical extensions to Python.
  • VIGRA, generic computer vision/image processing library.
  • CPPIMA A C++ image processing library
  • LIMP, Large Image Manipulation Program
  • Image Restoration and Inpainting, C++ library for image restoration.
  • valarray<Troy> [ftp only], approximation of the valarray<T> class described in Ch. 26 of the ANSI/ISO C++ Standard. Uses expression templates for efficient evaluation.
  • Image Understanding Environment (IUE), a DARPA project. C++.
  • WAILI, a wavelet transform library in C++.

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• Neural Networks, genetic algorithms, machine learning, data mining
  • PDP++, a neural-network simulation system written in C++
  • EO -- Evolutionary Computation Framework
  • CONICAL, C++ classes for building Neural Networks
  • GALib, a C++ library for genetic algorithms
  • Xelopes data mining library (Java, C++, C#)
  • MLC++, Machine learning algorithms and data mining.

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• High-Energy Physics and Quantum Chemistry
  • QC++, quantum chemistry software in C++, supporting MNDO, AM1 and PM3 models.
  • FTensor, C++ class library for tensors.
  • GluCat, Clifford algebra template library.
  • Computational Thermodynamics Library
  • Tech-X has made available C++ libraries related to particle accelerator design.

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• Multiprecision, arbitrary precision data types
  • NTL, arbitrary length integers, vectors/matrices/polynomials over integers and over finite fields.
  • EXTNUM, version of double which has the same number of mantissa bits as IEEE 754, but extends the exponent to have range from 10^^-646456993 to 10^^646456992.
  • CLN, an extensive number library. Arbitrary precision integer, float, rational, polynomials, complex, modular integers, transcendental functions, assembly language kernels for some CPUs.
  • MUNTL, Multiprecision unsigned number template library (C++).
  • MPFUN++, a multiple precision floating point computation package in C++.
  • LiDIA, A library for computational number theory. Provides a collection of highly optimized implementations of various multiprecision data types and time-intensive algorithms.
  • Apfloat, a C++ High Performance Arbitrary Precision Arithmetic Package
  • hfloat, An arbitrary precision package, optimized for very large (> 1000) (decimal) digit numbers.
  • fPoint, a C++ class which helps convert floating-point arithmetic to fixed-point arithmetic by recommending range and precision requirements.
  • doubledouble, a quad-precision (approximately 30 decimal place) floating point arithmetic class.

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• Differential Equations
  • Rheoolef, finite element environment in C++.
  • EXPDE, a C++ library for solving partial differential equations on semi-unstructured grids. Parallel.
  • PZ, a C++ library for finite elements. 1-3 dimensions with hp-adaptivity, continuous or discontinuous, variety of matrix formats.
  • MBDyn, multibody dynamics analysis in C++. Built-in parallelization via MPI/Metis.
  • P2MESH, 2D finite volume/finite elements, C++ library designed for fast prototyping of high-performance PDE solvers.
  • Femlisp, a Common Lisp framework for Finite Element Methods.
  • GETFEM++, a C++ finite element library, generic, arbitrary dimensions.
  • MOUSE, a C++ library for finite volume computations on unstructured grids.
  • DEAL, a C++ library for adaptive finite elements and error estimation. Supports SMPs.
  • ODE++, a class library for ordinary differential equations. Explicit and linear-implicit ODE systems, IVP and BVP parameters, various solvers (Runge-Kutta, multistep, BDF). [English] [Deutsch]
  • PETSc, object-oriented software for partial differential equations (programmed in C)
  • Diffpack, partial differential equations in C++. ($)
  • TIDE: Classes for Ordinary Differential Equations. Provides vectors and matrices, extrapolation integrator for ODEs, sparse matrix classes, eigenvalues, shooting for two point BVPs, nonlinear solver, continuation
  • BoxLib/CCSE Applications Suite (docs), a class library supporting adaptive mesh refinement (AMR) schemes for computational fluid dynamics.
  • OVERTURE, a C++ class library for solving PDEs in complicated domains. Includes adaptive mesh refinement and overlapping grids.
  • FEMLIB (ftp, www) A Finite Element package [ftp only] by Michael Tiller (BROKEN LINK, no longer supported)

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• Automatic differentiation and interval arithmetic
  • Gaol, C++ library for interval arithmetic. Includes methods for interval constraint solvers.
  • FADBAD-TADIFF, a C++ package for automatic differentiation using any arithmetic (double or interval) by operator overloading.
  • PROFIL/BIAS [English] [Deutsch], a C++ interval arithmetic class library.

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• Visualization
  • The Visualization Toolkit (vtk), an extensive, free C++ library for scientific visualization.
  • VisAD, a Java library for interactive and collaborative visualization and analysis of numerical data
  • Java 2D Graph package. Includes contour plots, animation.
  • Ptplot, a 2D data plotter in Java

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• Graph Theory/Combinatorics
  • Boost Graph Library, a general purpose, generic C++ library for graph data structures and graph algorithms.
  • GTL, the Graph Template Library (C++).
  • LEDA, a C++ library for graph theory and combinatorial computing.

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• Language interoperability/scripting
  • CPPF77 (cppf77.zip), a utility for interfacing C++ and Fortran 77 programs.
  • Paul Dubois's code for interfacing Python and C++
  • SWIG, generates Perl, Python, Tcl, Java, Eiffel and Guile wrappers for C++ libraries.
  • SILOON (Scripting Interface Languages for Object-Oriented Numerics), toolkits and run-time support for building scripting interfaces to existing numerical codes in C, C++, and Fortran. Generates script bindings for Perl, Tcl, and Python.
  • Matwrap, a tool which generates C++ wrapper code for matrix-oriented scripting languages such as Matlab 5, Octave, and tela.

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• Transforms
  • FFTPACK++, a C++ wrapper for FFTPACK complex routines using LAPACK++ Matrix and Vector classes.
  • The FXT library of transforms. FFTs, Hartley, Number theoretic, Walsh, others coded in C++.

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• Optimization
  • COOOL, an object-oriented optimization library
  • OptSolve++, a C++ optimization library from Tech-X. (commercial)
  • StarFLIP, optimization library for combinatorial problems with fuzzy constraints (C++)
  • LM (Levenberg-Marquardt) implementation in Java for nonlinear least squares problems.

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• Miscellaneous
  • GOOSE, GNU Object-Oriented Statistics Environment (C++).
  • Borneo, a dialect of the Java language designed to have true support for the IEEE 754 floating point standard.
  • SDTS++, a library for manipulating SDTS datasets (geographical information systems)
  • Newran, C++ library for generating streams of random numbers.
  • Multivariate polynomial interpolation library in C++
  • MPI-2 C++ bindings (message passing library for parallel computers)
  • CNCL, Communication networks simulation/analysis library (C++).
  • OOMF, Object Oriented MicroMagnetic computing Framework at ITL/NIST
  • CPPF77, a utility for interfacing C++ and Fortran 77 programs.
  • The Standard Template Library (STL)
  • The Bench++ Benchmark Suite
  • EFLIB: Extended Function Library for Object-Pascal. Generalized arithmetics, equation solvers, more.
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• Tools
  • TAU (Tuning and Analysis Utilities), explicit instrumentation of C++ libraries for profiling and tracing. For both serial and parallel codes.