Introduction - If you have any usage issues, please Google them yourself
ALGLIB is a cross-platform numerical analysis and data processing library. It supports several programming languages (C++, C#, Pascal, VBA) and several operating systems (Windows, Linux, Solaris). ALGLIB features include:
• Data analysis (classification/regression, including neural networks)
• Optimization and nonlinear solvers
• Interpolation and linear/nonlinear least-squares fitting
• Linear algebra (direct algorithms, EVD/SVD), direct and iterative linear solvers, Fast Fourier Transform and many other algorithms (numerical integration, ODEs, statistics, special functions)