C++ Matrix Template Class Library
Supports arithmetic operations, sub-matrix operations, inversion, various matrix decompositions, solution of simultaneous linear equations, and eigen value and eigen vector problem…
Large Number Class
A class which allows for developers to implement numbers much larger than previously allowed by built in data types in C++. (currently supports up to 1000 decimal places)
Levenberg-Marquardt non-linear least squares algorithms in C/C++
Package containing double and single precision flavors of the Levenberg-Marquardt algorithm. Included are versions with analytic and finite difference approximated jacobians. [Open…
Newmat09: C++ Matrix Library
Emphasis is on the kind of operations needed in statistical calculations such as least squares, linear equation solve and eigenvalues.
OptSolve++
Provides a convenient and extensible interface for rapid nonlinear optimization or root-finding with user-specified functions.
SourcePro Analysis
Object-oriented numerical computation class-library from Rogue Wave.
SparseLib++
A C++ class library for efficient sparse matrix computations across various computational platforms.