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ALGLIB is a crossplatform numerical analysis and data processing
library. ALGLIB features include:
 Linear algebra (direct algorithms, EVD/SVD)
 Solvers (linear and nonlinear)
 Interpolation
 Optimization
 Fast Fourier transforms
 Numerical integration
 Linear and nonlinear leastsquares fitting
 Ordinary differential equations
 Special functions
 Statistics (descriptive statistics, hypothesis testing)
 Data analysis (classification/regression, including neural networks)
 Multiple precision versions of linear algebra, interpolation
optimization and others algorithms (using MPFR for floating point
computations)
