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http://www.oonumerics.org/blitz/ - http://www.oonumerics.org/blitz/
Scientific computing C++ library. Uses template techniques to achieve high performance. |
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CLN - Class Library for Numbers - http://www.ginac.de/CLN/
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] |
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SparseLib++ - http://math.nist.gov/sparselib%2b%2b/
A C++ class library for efficient sparse matrix computations across various computational platforms. |
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The Matrix Template Library - http://www.osl.iu.edu/research/mtl/
High-performance generic component library that provides comprehensive linear algebra functionality for a wide variety of matrix formats. |
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Levenberg-Marquardt non-linear least squares algorithms in C/C++ - http://www.ics.forth.gr/%7elourakis/levmar/
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] |
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Newmat09: C++ Matrix Library - http://www.robertnz.net/nm_intro.htm
Emphasis is on the kind of operations needed in statistical calculations such as least squares, linear equation solve and eigenvalues. |
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The Object-Oriented Numerics Page - http://www.oonumerics.org/
Scientific Computing in Object-Oriented Languages |
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Mersenne Twister - http://www.bedaux.net/mtrand/
Freeware C++ implementation of the famous Mersenne Twister pseudo-random number generator algorithm, known as one of the best generators, with a period of 2^19937-1. Written in 100% standard ISO C++. [Open Source] |
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MatrixLib - http://www.psatellite.com/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] |
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C++ Matrix Template Class Library - http://www.techsoftpl.com/matrix/
Supports arithmetic operations, sub-matrix operations, inversion, various matrix decompositions, solution of simultaneous linear equations, and eigen value and eigen vector problem. (by Techsoft) |