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ALGLIB logo.png
Original author(s)Bochkanov Sergey Anatolyevich
Developer(s)ALGLIB Project
Stable release
3.17.0 / 29 December 2020; 5 months ago (2020-12-29)
Operating systemCross-platform
TypeNumerical library
LicenseDual (commercial, GPL)

ALGLIB is a cross-platform open source numerical analysis and data processing library. It can be used from several programming languages (C++, C#, VB.NET, Python, Delphi).

ALGLIB started in 1999 and has a long history of steady development with roughly 1-3 releases per year. It is used by several open source projects, commercial libraries, and applications (e.g. TOL project, Math.NET Numerics,[1][2]SpaceClaim[3]).


Distinctive features of the library are:

  • Support for several programming languages with identical APIs (as of 2017, it supports C++, C#, FreePascal/Delphi, VB.NET and Python)
  • Self-contained code with no mandatory external dependencies and easy installation
  • Portability (it was tested under x86/x86-64/ARM, Windows and Linux)
  • Two independent backends (pure C# implementation, native C implementation) with automatically generated APIs (C++, C#, ...)
  • Same functionality of commercial and GPL versions, with enhancements for speed and parallelism provided in the commercial version

ALGLIB provides functions for:

  • Linear algebra (direct algorithms, solvers, EVD/SVD)
  • Fast Fourier transforms
  • Numerical integration
  • Interpolation
  • Linear and nonlinear least-squares fitting
  • Optimization (linear and non-linear, both convex and non-convex)
  • Ordinary differential equations
  • Special functions
  • Statistics (descriptive statistics, hypothesis testing)
  • Data analysis (classification/regression, including neural networks)
  • Multiple precision versions of linear algebra, interpolation and optimization algorithms (using MPFR for floating point computations)

See also

  • List of numerical analysis software
  • List of numerical libraries


  1. ^ "Math.NET Numerics". Retrieved 2010-07-10.
  2. ^ "Math.NET Numerics Contributors". Retrieved 2013-05-07.
  3. ^ "End User License". Retrieved 2010-07-10.

Edited: 2021-06-18 19:49:08