This is a list of notable numerical libraries, which are libraries used in software development for performing numerical calculations. It is not a complete listing but is instead a list of numerical libraries with articles on Wikipedia, with few exceptions.
The choice of a typical library depends on a diverse range of requirements such as: desired features (for e.g.: large dimensional linear algebra, parallel computation, partial differential equations), commercial/opensource nature, readability of API, portability or platform/compiler dependence (for e.g.: Linux, Windows, Visual C++, GCC), performance in speed, ease-of-use, continued support from developers, standard compliance, specialized optimization in code for specific application scenarios or even the size of the code-base to be installed.
As we find comprehensive surveys rarely available, there is almost always (at least initially) a difficult choice among a number of possible libraries. Often it tends to be at the discretion of the user based on his own taste and comforts, only due to the lack of proper information.
.NET Framework languages C#, F#, VB.NET and PowerShell
AForge.NET is a computer vision and artificial intelligence library. It implements a number of genetic, fuzzy logic and machine learning algorithms with several architectures of artificial neural networks with corresponding training algorithms.
Accord.NET is a collection of libraries for scientific computing, including numerical linear algebra, optimization, statistics, artificial neural networks, machine learning, signal processing and computer vision.
ILNumerics.Net Commercial high performance, typesafe numerical array classes and functions for general math, FFT and linear algebra, aims .NET/mono, 32&64 bit, script-like syntax in C#, 2D & 3D plot controls, efficient memory management
Measurement Studio is a commercial integrated suite UI controls and class libraries for use in developing test and measurement applications. The analysis class libraries provide various digital signal processing, signal filtering, signal generation, peak detection, and other general mathematical functionality.
NeuronDotNet is a GPL-licensed artificial neural network library entirely written in C#. Because it only depends on the core .NET assemblies, it is easily portable across platforms.
NMath by CenterSpace Software: Commercial numerical component libraries for the .NET platform, including signal processing (FFT) classes, a linear algebra (LAPACK & BLAS) framework, and a statistics package.
Math.NET Numerics aims to provide methods and algorithms for numerical computations in science, engineering and every day use. Covered topics include special functions, linear algebra, probability models, random numbers, interpolation, integral transforms and more. MIT/X11 license.
BLAS (Basic Linear Algebra Subprograms) is a de facto application programming interface standard for publishing libraries to perform basic linear algebra operations such as vector and matrix multiplication.
CERNLIB is a collection of FORTRAN 77 libraries and modules.
EISPACK is a software library for numerical computation of eigenvalues and eigenvectors of matrices, written in FORTRAN. It contains subroutines for calculating the eigenvalues of nine classes of matrices: complex general, complex Hermitian, real general, real symmetric, real symmetric banded, real symmetric tridiagonal, special real tridiagonal, generalized real, and generalized real symmetric matices.
IMSL Numerical Libraries are cross-platform libraries containing a comprehensive set of mathematical and statistical functions that can be embedded in a users application.
Harwell Subroutine Library is a collection of Fortran 77 and 95 codes that address core problems in numerical analysis.
LAPACK, the Linear Algebra PACKage, is a software library for numerical computing originally written in FORTRAN 77 and now written in Fortran 90.
LINPACK is a software library for performing numerical linear algebra on digital computers. It was written in Fortran by Jack Dongarra, Jim Bunch, Cleve Moler, and Pete Stewart, and was intended for use on supercomputers in the 1970s and early 1980s. It has been largely superseded by LAPACK, which will run more efficiently on modern architectures.
Lis is a scalable parallel library for solving systems of linear equations and eigenvalue problems using iterative methods.
MINPACK is a library of FORTRAN subroutines for the solving of systems of nonlinear equations, or the least squares minimization of the residual of a set of linear or nonlinear equations.
The NAG Fortran Library is a collection of mathematical and statistical routines for Fortran.
NOVAS is a software library for astrometry-related numerical computations. Both Fortran and C versions are available.
Netlib is a repository of scientific computing software which contains a large number of separate programs and libraries including BLAS, EISPACK, LAPACK and others.
PAW is a free data analysis package developed at CERN.
Portable, Extensible Toolkit for Scientific Computation (PETSc), is a suite of data structures and routines for the scalable (parallel) solution of scientific applications modeled by partial differential equations.
QUADPACK is a FORTRAN 77 library for numerical integration of one-dimensional functions
SLATEC is a FORTRAN 77 library of over 1400 general purpose mathematical and statistical routines.
SOFA is a collection of subroutines that implement official IAU algorithms for astronomical computations. Both Fortran and C versions are available.
SPARSKIT is a tool package for working with sparse matrices.
ARPACK is a collection of Fortran77 subroutines designed to solve large scale eigenvalue problems.
Apache Commons, is an open-source for creating reusable Java components. It has numerical packages for linear algebra and non-linear optimization.
ND4J is an open-source library that supports n-dimensional (ND) arrays, similar to NumPy. It runs on distributed GPUs or CPUs cross-platform. It supports the deep learning library Deeplearning4j.
Colt provides a set of Open Source Libraries for High Performance Scientific and Technical Computing.
Efficient Java Matrix Library (EJML) is an open-source linear algebra library for manipulating dense matrices.
JAMA, a numerical linear algebra toolkit for the Java programming language. No active development has taken place since 2005, but it still one of the more popular linear algebra packages in Java.
Jblas: Linear Algebra for Java, a linear algebra library which is an easy to use wrapper around BLAS and LAPACK.
Parallel Colt is an open source library for scientific computing. A parallel extension of Colt.
DataMelt, an open-source Java libraries for numerical calculations, data I/O and visualization of scientific results. Used together with Jython.
Matrix Toolkit Java is a linear algebra library based on BLAS and LAPACK.
OjAlgo is an open source Java library for mathematics, linear algebra and optimisation.
exp4j is a small Java library for evaluation of mathematical expressions.
ND4S is a scientific computing library for Scala that includes support for n-dimensional arrays on the JVM.
Perl Data Language gives standard Perl the ability to compactly store and speedily manipulate the large N-dimensional data arrays, which are the bread and butter of scientific computing.
DataMelt scientific libraries based on Jython, Java implementation of the Python language.
matplotlib, a MATLAB-like plotting library.
NumPy, a library that adds support for the manipulation of large, multi-dimensional arrays and matrices; it also includes a large collection of high-level mathematical functions. NumPy serves as the backbone for a number of other numerical libraries, notably SciPy.
SageMath is a large mathematical software application which integrates the work of nearly 100 free software projects and supports linear algebra, combinatorics, numerical mathematics, calculus, and more.
Plotly, a web-based scientific plotting library.
SciPy, a large library of scientific tools.
ScientificPython, a library with a different set of scientific tools
DataMelt, an open-source Java libraries for numerical calculations, data I/O and visualization of scientific results. Used together with Groovy.
XNUMBERS — Multi Precision Floating Point Computing and Numerical Methods for Microsoft Excel.
List of numerical libraries Wikipedia (Text) CC BY-SA
