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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.
C++ 2016 0.6.4 / 06.2023 Free MIT License: Fastor is a high performance tensor (fixed multi-dimensional array) library for modern C++. GNU Scientific Library [6] GNU Project C, C++ 1996 2.7.1 / 11.2021 Free GPL: General purpose numerical analysis library. Includes some support for linear algebra. IMSL Numerical Libraries: Rogue Wave Software: C ...
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: GNU Project C 1996 2.7, 1 June 2021 Free GPL: General purpose numerical analysis library. Targets Linux, can be built on almost any *nix OS with Ansi C compiler. ILNumerics
Scilab is a free and open-source, cross-platform numerical computational package and a high-level, numerically oriented programming language.It can be used for signal processing, statistical analysis, image enhancement, fluid dynamics simulations, numerical optimization, and modeling, simulation of explicit and implicit dynamical systems and (if the corresponding toolbox is installed) symbolic ...
GCE-Math is a version of C/C++ math functions written for C++ constexpr (compile-time calculation) CORE-MATH, correctly rounded for single and double precision. SIMD (vectorized) math libraries include SLEEF, Yeppp!, and Agner Fog's VCL, plus a few closed-source ones like SVML and DirectXMath. [9]
GNU Octave is a scientific programming language for scientific computing and numerical computation.Octave helps in solving linear and nonlinear problems numerically, and for performing other numerical experiments using a language that is mostly compatible with MATLAB.
ATLAS is a portable library that automatically optimizes itself for an arbitrary architecture. iMKL is a freeware [7] and proprietary [8] vendor library optimized for x86 and x86-64 with a performance emphasis on Intel processors. [9] OpenBLAS is an open-source library that is hand-optimized for many of the popular architectures.
Eigen is a high-level C++ library of template headers for linear algebra, matrix and vector operations, geometrical transformations, numerical solvers and related algorithms. . Eigen is open-source software licensed under the Mozilla Public License 2.0 since version 3.1