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#, Delphi) and several operating systems (Windows and POSIX, including Linux). ALGLIB features include:
Data analysis (classification/regression, statistics)
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