C++线性代数库

ALGLIB库

ALGLIB is a cross-platform numerical analysis and data processing library. It supports several programming languages (C++, C#, Delphi) and several operating systems (Windows and POSIX, including Linux). ALGLIB features include:

Data analysis (classification/regression, statistics)
Optimization and nonlinear solvers
Interpolation and linear/nonlinear least-squares fitting
Linear algebra (direct algorithms, EVD/SVD), direct and iterative linear solvers
Fast Fourier Transform and many other algorithms
ALGLIB Project offers you several editions of ALGLIB:

ALGLIB Free Edition (download):
delivered for free under GPL or Personal/Academic license
offers full set of numerical functionality
extensive algorithmic optimizations
single-threaded, without extensive low-level optimizations
license agreement does not suit most commercial applications
ALGLIB Commercial Edition (more information):
flexible commercial license without royalties or distribution fees
extensive algorithmic optimizations
high performance C++ version (SMP, SIMD)
two C# versions - managed and HPC one (native code, SMP/SIMD)
commercial support and warranties
Why to choose ALGLIB? Because it is:

portable. It can be compiled almost anywhere with almost any compiler.
easy to use. Easy integration, comes with extensive documentation.
efficient. Deep algorithmic and low-level optimizations inside.
trusted by leading companies. From nuclear research to aerospace.

插入链接与图片

链接: ALGLIB.