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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 ...
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.
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.
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
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> .
The following list of C++ template libraries details the various libraries of templates available for the C++ programming language.. The choice of a typical library depends on a diverse range of requirements such as: desired features (e.g.: large dimensional linear algebra, parallel computation, partial differential equations), commercial/opensource nature, readability of API, portability or ...
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.