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LAPACK++, a C++ wrapper library for LAPACK and BLAS; MFEM is a free, lightweight, scalable C++ library for finite element methods. Intel MKL, Intel Math Kernel Library (in C and C++), a library of optimized math routines for science, engineering, and financial applications, written in C/C++ and Fortran. Core math functions include BLAS, LAPACK ...
The GNU Scientific Library (or GSL) is a software library for numerical computations in applied mathematics and science. The GSL is written in C and wrappers are available for other programming languages. The GSL is part of the GNU Project and is distributed under the GNU General Public License.
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.
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
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
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> .
The GNU Scientific Library (or GSL) is a software library for numerical computations in applied mathematics and science. The GSL is written in C; wrappers are available for other programming languages. The GSL is part of the GNU Project [2] and is distributed under the GNU General Public License.
Euler Mathematical Toolbox (or EuMathT; formerly Euler) is a free and open-source numerical software package. It contains a matrix language, a graphical notebook style interface, and a plot window. Euler is designed for higher level math such as calculus, optimization, and statistics.