Template:wikipedia list List of numerical libraries used for performing numerical calculations:

Multi-language Edit

  • IMSL Numerical Libraries are libraries of numerical analysis functionality implemented in standard programming languages like C, Java, C# .NET, and Fortran.

C and C++Edit

  • Apophenia is a C library, based on the GSL (below), that provides functions and structures on the level of data sets and statistical models.
  • Armadillo is a C++ linear algebra library (matrix and vector maths), aiming towards a good balance between speed and ease of use.
  • deal.II is an open-source library for the computational solution of PDE problems using adaptive continuous or discontinuous finite elements.
  • Eigen, an efficient open-source C++ template library for linear algebra and numerical analysis supporting small, large, dense and sparse matrices.
  • GNU Scientific Library, a popular, free numerical analysis library for C and C++.
  • GNU Multi-Precision Library is a library for doing arbitrary precision arithmetic.
  • Hermes Project: C/C++/Python library for rapid prototyping of space- and space-time adaptive hp-FEM solvers.
  • IML is a C library for linear algebra on integers.
  • IML++ is a C++ library for solving linear systems of equations, capable of dealing with dense, sparse, and distributed matrices.
  • IT++ is a C++ library for linear algebra (matrices and vectors), signal processing and communications. Functionality similar to MATLAB and Octave.
  • LAPACK++, a C++ wrapper library for LAPACK and BLAS
  • LinBox is a C++ template library for doing exact computational linear algebra.
  • NAG Numerical Libraries are implementations (for a wide variety of platforms) of a software library of numerical analysis routines, which can be called from user applications.
  • NTL is a C++ library for number theory.
  • Symmetrica is a C library for representation theory.
  • Trilinos, an effort to develop scalable (parallel) solver algorithms and libraries within an object-oriented software framework for the solution of large-scale, complex multi-physics engineering and scientific applications. A unique design feature of Trilinos is its focus on packages.

.NET Framework Languages C#, F# and VB.NETEdit

  • dnAnalytics is an open-source numerical library for .NET written in C# and F#.
  • DotNumerics is a Numerical Library for .NET written in C#. It provides routines for: Linear Algebra (CSLapack, CSBlas, CSEispack), Differential Equations and Optimization.
  • ILNumerics.Net typesafe numerical array classes and functions for general math and linear algebra, aims .NET/mono, script-like syntax in C#, 2D & 3D plot controls
  • Math.NET is a mathematical open source (MIT/X11, LGPL & GPL) library written in C#/.Net, aiming to provide a self contained clean framework for symbolic algebraic and numerical / scientific computations.
  • Meta.Numerics is a library for advanced scientific computations using the .NET Framework. The Meta.Numerics library is fully object-oriented and optimized for speed of implementation and execution.
  • NMath by CenterSpace Software are numerical component libraries for the .NET platform. The libraries include high performance signal processing (FFT) classes, an extensive linear algebra (LAPACK & BLAS) framework, and a statistics package including descriptive statistics, distributions, ANOVA, and multivariate analysis (NMF, k-means, PCA). Most classes scale with the number of processor cores.
  • SCINET is an object-based high performance Scientific Software Framework for the Microsoft .NET platform. It is purely written in C# programming language and fully compliant with the Microsoft's CLI specification.
  • TA-Lib is widely used by trading software developers requiring to perform technical analysis of financial market data.


  • BLAS (Basic Linear Algebra Subprograms) is a de facto application programming interface standard for publishing libraries to perform basic linear algebra operations such as vector and matrix multiplication.
  • EISPACK is a software library for numerical computation of eigenvalues and eigenvectors of matrices, written in FORTRAN. It contains subroutines for calculating the eigenvalues of nine classes of matrices: complex general, complex Hermitian, real general, real symmetric, real symmetric banded, real symmetric tridiagonal, special real tridiagonal, generalized real, and generalized real symmetric matices.
  • LAPACK, the Linear Algebra PACKage, is a software library for numerical computing originally written in FORTRAN 77 and now written in Fortran 90.
  • LINPACK is a software library for performing numerical linear algebra on digital computers. It was written in Fortran by Jack Dongarra, Jim Bunch, Cleve Moler, and Pete Stewart, and was intended for use on supercomputers in the 1970s and early 1980s. It has been largely superseded by LAPACK, which will run more efficiently on modern architectures.
  • NAG Numerical Libraries are implementations (for a wide variety of platforms) of a software library of numerical analysis routines, which can be called from user applications.


  • Colt provides a set of Open Source Libraries for High Performance Scientific and Technical Computing in Java.
  • JAMA, a numerical linear algebra toolkit for the Java programming language
  • JScience, an open-source (multiple licenses) Java API for performing numerical calculations and data storage among other things.
  • JHepWork, an open-source Java libraries for numerical calculations, data I/O and visualisation of scientific results. Used together with Jython.
  • NA WorkSheet is a collective aggregation of algorithms coded in Java that implements various Numerical Analysis solutions/techniques in one easy to use opensource tool.
  • Apache Commons-Math Math library provided by, including linear algebra, regression, and much more.
  • Apache Lucene-Mahout Machine learn library provided by
  • JSC (Java Statistics Classes) JSC is a project to extend the Java programming language and Java APIs (Application Programming Interfaces) to support educational and enterprise development of statistical software in Java.
  • Java-ML Machine Learning library


  • JHepWork scientific libraries based on Jython, Java implementation of the Python language.
  • matplotlib, a MATLAB-like plotting library.
  • NumPy, a library that adds support for the manipulation of large, multi-dimensional arrays and matrices; it also includes a large collection of high-level mathematical functions
  • PAW is a free data analysis package developed at CERN.
  • Sage Math is a large mathematical software application which integrates the work of nearly 100 free software projects and supports linear algebra, combinatorics, numerical mathematics, calculus, and more.
  • SciPy, a library of scientific tools, package includes NumPy
  • ScientificPython, a library with a different set of scientific tools


  • XNUMBERS — Multi Precision Floating Point Computing and Numerical Methods for EXCEL.

External linksEdit

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