- PyMat, a matrix package for the Python programming language.
- JAMA, an elementary linear algebra package for Java.
- MTL, the Matrix Template Library. Dense and sparse matrices and vectors; banded, symmetric, triangular matrices; basic algorithms. C++.
- uBLAS, BLAS in C++ with expression templates.
- tvmet, a C++ library for "tiny" vectors and matrices with expression templates.
- GMM++, generic C++ template library for sparse, dense and skyline matrices, with solvers from ITL.
- dnAnalytics, C# numerics library, linear algebra, BLAS interface.
- MET, a C++ matrix library with expression templates, which eliminates the overhead of overloaded operators.
- SL++, the Scientific Library project. Will provide matrices, random numbers, complex, quaternions, plotting, and FFTs. C++.
- Seldon, C++ library for linear algebra with BLAS interface. Many matrix types (sparse, symmetric, hermitian, etc.) are supported.
- ALP, linear and polynomial algebra. Vectors, matrices, polynomials.
- SVMT: E. Robert Tisdale's proposal for a standard C++ Scalar, Vector, Matrix and Tensor Class Library (with implementation). Note: this is a proposal, not an official standard.
- GNUSSL [ftp only], the GNU Scientific Software Library. Linear algebra and arrays. C++.
- CPPLapack, C++ wrapper for BLAS and LAPACK.
- Lapack++, C++ wrapper for BLAS and LAPACK.
- IML++ A C++ template library for numerical iterative methods.
- MV++ Numerical Matrix/Vector Classes in C++
- SparseLib++ A library for sparse matrix computations, including the Sparse BLAS (Basic Linear Algebra Subprograms). C++.
- ISIS++, an object-oriented framework for solving sparse linear systems of equations. C++.
- ARPACK++, a C++ template library for solving large-scale standard and generalized eigenvalue problems.
- The Template Numerical Toolkit (TNT) for linear algebra is a successor to the Lapack++, Sparselib++, IML++, andMV++ packages. Its goal is to integrate these ideas into a generic algorithmic library, supporting generic user-defined data types, and increasing its functionality. C++.
- LinAlg, basic linear algebra and optimization classes. C++.
- CAM C++ Class Library (Matrix, vector, and graphics classes)
- Newmat, a C++ matrix library (docs, download)
- CLHEP includes matrix classes, random number generators for the High Energy Physics (HEP) community. C++.
- BPKIT, Block Preconditioning Toolkit for iterative solution of linear systems. Callable from C++, C, or FORTRAN.
Arrays and Images
- FreePOOMA framework for scientific computing on sequential and parallel computers. C++.
- The Blitz++ class library: Array and Vector classes which rival Fortran's performance. C++.
- The AIPS++ Array and Image Classes (Astronomical Information Processing System). C++.
- Daixtrose, a general-purpose expression template engine.
- PETE, an expression templates library -- add expression templates to your own array class.
- SCTL (BlueSail), C++, arrays, matrics, vectors, sparse, rotations.
- NumPy, Numerical extensions to Python.
- VIGRA, generic computer vision/image processing library.
- CPPIMA A C++ image processing library
- LIMP, Large Image Manipulation Program
- Image Restoration and Inpainting, C++ library for image restoration.
- valarray<Troy> [ftp only], approximation of the valarray<T> class described in Ch. 26 of the ANSI/ISO C++ Standard. Uses expression templates for efficient evaluation.
- Image Understanding Environment (IUE), a DARPA project. C++.
- WAILI, a wavelet transform library in C++.
Neural Networks, genetic algorithms, machine learning, data mining
- PDP++, a neural-network simulation system written in C++
- EO -- Evolutionary Computation Framework
- CONICAL, C++ classes for building Neural Networks
- GALib, a C++ library for genetic algorithms
- Xelopes data mining library (Java, C++, C#)
- MLC++, Machine learning algorithms and data mining.
High-Energy Physics and Quantum Chemistry
- QC++, quantum chemistry software in C++, supporting MNDO, AM1 and PM3 models.
- FTensor, C++ class library for tensors.
- GluCat, Clifford algebra template library.
- Computational Thermodynamics Library
- Tech-X has made available C++ libraries related to particle accelerator design.
Multiprecision, arbitrary precision data types
- NTL, arbitrary length integers, vectors/matrices/polynomials over integers and over finite fields.
- EXTNUM, version of double which has the same number of mantissa bits as IEEE 754, but extends the exponent to have range from 10^-646456993 to 10^646456992.
- CLN, an extensive number library. Arbitrary precision integer, float, rational, polynomials, complex, modular integers, transcendental functions, assembly language kernels for some CPUs.
- MUNTL, Multiprecision unsigned number template library (C++).
- MPFUN++, a multiple precision floating point computation package in C++.
- LiDIA, A library for computational number theory. Provides a collection of highly optimized implementations of various multiprecision data types and time-intensive algorithms.
- Apfloat, a C++ High Performance Arbitrary Precision Arithmetic Package
- hfloat, An arbitrary precision package, optimized for very large (> 1000) (decimal) digit numbers.
- fPoint, a C++ class which helps convert floating-point arithmetic to fixed-point arithmetic by recommending range and precision requirements.
- doubledouble, a quad-precision (approximately 30 decimal place) floating point arithmetic class.
Differential Equations
- Rheoolef, finite element environment in C++.
- EXPDE, a C++ library for solving partial differential equations on semi-unstructured grids. Parallel.
- PZ, a C++ library for finite elements. 1-3 dimensions with hp-adaptivity, continuous or discontinuous, variety of matrix formats.
- MBDyn, multibody dynamics analysis in C++. Built-in parallelization via MPI/Metis.
- P2MESH, 2D finite volume/finite elements, C++ library designed for fast prototyping of high-performance PDE solvers.
- Femlisp, a Common Lisp framework for Finite Element Methods.
- GETFEM++, a C++ finite element library, generic, arbitrary dimensions.
- MOUSE, a C++ library for finite volume computations on unstructured grids.
- DEAL, a C++ library for adaptive finite elements and error estimation. Supports SMPs.
- ODE++, a class library for ordinary differential equations. Explicit and linear-implicit ODE systems, IVP and BVP parameters, various solvers (Runge-Kutta, multistep, BDF). [English] [Deutsch]
- PETSc, object-oriented software for partial differential equations (programmed in C)
- Diffpack, partial differential equations in C++. ($)
- TIDE: Classes for Ordinary Differential Equations. Provides vectors and matrices, extrapolation integrator for ODEs, sparse matrix classes, eigenvalues, shooting for two point BVPs, nonlinear solver, continuation
- BoxLib/CCSE Applications Suite (docs), a class library supporting adaptive mesh refinement (AMR) schemes for computational fluid dynamics.
- OVERTURE, a C++ class library for solving PDEs in complicated domains. Includes adaptive mesh refinement and overlapping grids.
- FEMLIB (ftp, www) A Finite Element package [ftp only] by Michael Tiller (BROKEN LINK, no longer supported)
Automatic differentiation and interval arithmetic
- Gaol, C++ library for interval arithmetic. Includes methods for interval constraint solvers.
- FADBAD-TADIFF, a C++ package for automatic differentiation using any arithmetic (double or interval) by operator overloading.
- PROFIL/BIAS [English] [Deutsch], a C++ interval arithmetic class library.
Visualization
- The Visualization Toolkit (vtk), an extensive, free C++ library for scientific visualization.
- VisAD, a Java library for interactive and collaborative visualization and analysis of numerical data
- Java 2D Graph package. Includes contour plots, animation.
- Ptplot, a 2D data plotter in Java
Graph Theory/Combinatorics
- Boost Graph Library, a general purpose, generic C++ library for graph data structures and graph algorithms.
- GTL, the Graph Template Library (C++).
- LEDA, a C++ library for graph theory and combinatorial computing.
Language interoperability/scripting
- CPPF77 (cppf77.zip), a utility for interfacing C++ and Fortran 77 programs.
- Paul Dubois's code for interfacing Python and C++
- SWIG, generates Perl, Python, Tcl, Java, Eiffel and Guile wrappers for C++ libraries.
- SILOON (Scripting Interface Languages for Object-Oriented Numerics), toolkits and run-time support for building scripting interfaces to existing numerical codes in C, C++, and Fortran. Generates script bindings for Perl, Tcl, and Python.
- Matwrap, a tool which generates C++ wrapper code for matrix-oriented scripting languages such as Matlab 5, Octave, and tela.
Transforms
- FFTPACK++, a C++ wrapper for FFTPACK complex routines using LAPACK++ Matrix and Vector classes.
- The FXT library of transforms. FFTs, Hartley, Number theoretic, Walsh, others coded in C++.
Optimization
- COOOL, an object-oriented optimization library
- OptSolve++, a C++ optimization library from Tech-X. (commercial)
- StarFLIP, optimization library for combinatorial problems with fuzzy constraints (C++)
- LM (Levenberg-Marquardt) implementation in Java for nonlinear least squares problems.
Miscellaneous
- GOOSE, GNU Object-Oriented Statistics Environment (C++).
- Borneo, a dialect of the Java language designed to have true support for the IEEE 754 floating point standard.
- SDTS++, a library for manipulating SDTS datasets (geographical information systems)
- Newran, C++ library for generating streams of random numbers.
- Multivariate polynomial interpolation library in C++
- MPI-2 C++ bindings (message passing library for parallel computers)
- CNCL, Communication networks simulation/analysis library (C++).
- OOMF, Object Oriented MicroMagnetic computing Framework at ITL/NIST
- CPPF77, a utility for interfacing C++ and Fortran 77 programs.
- The Standard Template Library (STL)
- The Bench++ Benchmark Suite
- EFLIB: Extended Function Library for Object-Pascal. Generalized arithmetics, equation solvers, more.
Tools
- TAU (Tuning and Analysis Utilities), explicit instrumentation of C++ libraries for profiling and tracing. For both serial and parallel codes.
