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The NAG Library has C++ API; NTL is a C++ library for number theory. OpenFOAM is an open-source C++ library for solving partial differential equations in computational fluid dynamics (CFD). SU2 code is an open-source library for solving partial differential equations with the finite volume or finite element method.
The Matrix Template Library (MTL) is a linear algebra library for C++ programs. The MTL uses template programming , which considerably reduces the code length. All matrices and vectors are available in all classical numerical formats: float , double , complex<float> or complex<double> .
C++, C#, Python, FreePascal 2006 3.19.0, June 2022 Dual licensed GPL/commercial General purpose numerical analysis library. Cross-platform (Windows, *nix). Armadillo: NICTA: C++ 2009 3.900, 2013 Free MPL: C++ template library for linear algebra; includes various decompositions and factorisations; syntax is similar to MATLAB. GNU Scientific Library
LIBSVM – C++ support vector machine libraries; mlpack – open-source library for machine learning, exploits C++ language features to provide maximum performance and flexibility while providing a simple and consistent application programming interface (API) Mondrian – data analysis tool using interactive statistical graphics with a link to R
An interface to the Python language is available through the PyArmadillo package, [4] which facilitates prototyping of algorithms in Python followed by relatively straightforward conversion to C++. Armadillo is a core dependency of the mlpack machine learning library [5] and the ensmallen C++ library for numerical optimization. [6]
The library routines would also be better than average implementations; matrix algorithms, for example, might use full pivoting to get better numerical accuracy. The library routines would also have more efficient routines. For example, a library may include a program to solve a matrix that is upper triangular.
[1] [2] All functions use floating-point numbers in one manner or another. Different C standards provide different, albeit backwards-compatible, sets of functions. Most of these functions are also available in the C++ standard library, though in different headers (the C headers are included as well, but only as a deprecated compatibility feature).
The emgr framework is a compact open source toolbox for gramian-based model reduction and compatible with OCTAVE and MATLAB. KerMor: An object-oriented MATLAB© library providing routines for model order reduction of nonlinear dynamical systems. Reduction can be achieved via subspace projection and approximation of nonlinearities via kernels ...