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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 ...
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 ...
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.
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
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> .
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]
Intel oneAPI Math Kernel Library (Intel oneMKL) , formerly known as Intel Math Kernel Library, is a library of optimized math routines for science, engineering, and financial applications. Core math functions include BLAS , LAPACK , ScaLAPACK , sparse solvers, fast Fourier transforms , and vector math.