# Free Numerical Libraries, Mathematical Libraries, Statistical Libraries

## Free statistics (stats), numerical, maths/math functions, libraries and source code

# Free Numerical Libraries, Mathematical Libraries, Statistics Libraries

This page contains libraries and source code for numerical, mathematical, and statistical (stats) functions and other routines that will (hopefully) make programming applications that require such computations easier. Note: if what you want is only to draw graphs, you might also want to check the Free Image Drawing Source Code, Graphics Libraries, 3D Engines/2D Engines, Image Drawing, Animation Libraries page as well.

## Related Pages

- How to Start / Create Your Own Website: The Beginner's A-Z Guide
- Free Encryption / Cryptographic Libraries and Source Code
- Free Compression and Archiving Libraries and Source Code
- Free Sockets, Winsock and Internet Libraries - Internet-enable your apps
- Free Graphics Libraries, 3D and 2D Engines
- Free GUI Libraries and Source Code
- Free Audio, Sound, Music and Digitized Voice Libraries and Source Code
- Free Database Libraries, SQL Servers, ODBC Drivers
- Free Debugging Source Code and Libraries
- Free Spell Checker Libraries, Source Code, Controls, Components
- Free Programming Language Grammars for Compiler Construction
- Free Pascal and Delphi Libraries and Source Code
- Free Java Source Code, Class Libraries, Applets, Beans

## Free Numerical Libraries, Mathematical Libraries, Statistics Libraries

- MathGL
MathGL is a library for writing high-quality scientific graphics under Linux and Windows. It supports large arrays, plotting of one, two and three dimensional plots, and can export graphics to bitmap (PNG, JPEG, TIFF) and vector (EPS or SVG) files. It can be used from console programs, has functions for data handling and script MGL language for simplifying data plotting, supports several types of transparency and smoothed lighting, vector fonts and TeX-like symbol parsing, arbitrary curvilinear coordinate systems, has an OpenGL interface, etc. It is licensed under the GNU General Public License.

- LAPACK - Linear Algebra PACKage
LAPACK is a package of routines written in Fortran 77 intended for "solving systems of simultaneous linear equations, least-squares solutions of linear systems of equations, eigenvalue problems, and singular value problems" (quoted from the website). Included are matrix factorizations (LU, Cholesky, QR, SVD, Schur, generalized Schur), facilities for the reordering of the Schur factorizations and estimating condition numbers. The routines can also handle dense and banded matrices, real and complex matrices, in single and double precision.

- GSL - The GNU Scientific Library
GSL is a numerical library that may be used in C and C++ programs. Functions available include complex numbers, roots of polynomials, vectors and matrices, permutations and combinations, sorting, linear algebra, BLAS support, fast fourier transforms, random numbers, histograms and statistics, Monte Carlo integration, N-Tubes, differential equations, simulated annealing, numerical differentiation, interpolation, series acceleration, Chebyshev approximations, root finding, discrete hankel transforms, least-squares fitting, minimization, IEEE floating point, physical constants, etc. It is released under the GNU General Public License. It has been ported to SunOS, Linux (x86 and Alpha), HP-UX, IRIX, NeXTSTEP, Tru64 Unix, FreeBSD, OpenBSD, NetBSD, Windows, Mac OS X, etc.

- IML++ Iterative Methods Library
IML++ is a C++ template library containing iterative methods for solving symmetric and non-symmetric linear systems of equations. You can use the same routines for dense, sparse and distributed matrices.

- TurboPower SysTools
TurboPower SysTools contain numerous utility functions and classes for Borland Delphi/Kylix and Borland C++ Builder as well as programming environments that support COM objects (like Microsoft Visual Basic, Microsoft Visual C++. Among the routines included in this library are string manipulation routines, date and time math routines, high-speed sorting, high-precision maths, runtime math expression analyzer, Microsoft Excel-like finance and statistical routines, email attachment MIME encoding and decoding, reusable containers (stacks, queues, trees, deques, hash tables), CRC data integrity checking, 1 dimensional and 2 dimensional (1-D and 2-D) bar codes, money routines, logging classes, patterns, random number distributions, text data manipulation and more. SysTools is open source, released by TurboPower under the Mozilla Public License. It works on Windows systems.

- Mersenne Twister
This is a pseudorandom number generator written in C (with source code provided). It is purportedly fast, uses memory efficiently, and has a "far longer period and far higher order of equidistribution than any other implemented generators" (their claim). There is also a Fortran version available from the site.

- Blitz++ Template Library
Blitz++ is a C++ class library for linear algebra and uses numerous techniques to speed up matrix operations. It supports dense arrays and vectors, small vectors and matrices, provides random number generators, etc. It is released under the GNU General Public License.

- Sparselib++
This is a C++ class library that allows you to make "efficient sparse matrix computations across various computational platforms." Included in the library are "matrix classes encompassing several sparse storage formats (eg compressed row, compressed column and coordinate formats)" (quotes taken from their website). It is available in source code form, with documentation available in postscript format.

- CEPHES Maths/Numerical C Library
Cephes is a C library that provides numerous mathematical functions including support for the complex variable types that will be in the new ANSI C standard, C99. Among the numerous functions available are: the elementary functions (log, sin, cos, exp, etc), gamma, psi, dilogarithm, Airy, Bessel, hypergeometric, Struve, complete and incomplete elliptic functions, Planck radiation, Fresnel integrals, probability integrals and their inverses (Gaussian, Poisson, F, Chi-square, binomial, Kolmogorv-Smirnov arithmetic on polynomials, rationals, etc), and so on. You can get it with precisions from single, double, long double (80, 96 or 128 bit), q-class (384-bit). Source code is available, as well as precompiled binaries for Linux, Windows and MSDOS.

- GINAC C++ Framework
This C++ framework makes it easy for you to integrate symbolic and algebraic manipulations with "other areas of computer science like computation-intensive numeric applications, graphical interfaces, etc". You also get "a parser for constructing expressions from strings, inert differentiation, archival of symbolic expressions, etc." The library is released uner the GNU GPL.

- FFTW C Library
This award winning library is a C library for "computing the Discrete Fourier Transform (DFT) in one or more dimensions, of both real and complex data, and of arbitrary input size." It is portable, fast and free.

- Dislin
This is a plotting library for displaying data as curves, bar graphs, pie charts, 3D-colour plots, surfaces, contours and maps. Versions are available for C, Fortran 77 and Fortran 90 compilers on Linux, FreeBSD, OpenVMS, MS-DOS, Windows 95/98/NT, and other flavours of Unix. On some operating systems, Java, Perl, and Python are also supported. (Not all versions of the library are free, though.)

# Related Pages

- Free C/C++ Libraries
- Free Help Authoring Tools
- How to Register Your Own Domain Name
- Tips on Choosing a Good Domain Name - get one for your software
- Free x86 / PC Emulators and Virtual Machines
- Free DVD/CD Emulators, Free Virtual CD/DVD Drives
- Budget Web Hosting
- Which Web Host Would You Recommend? (FAQ)

## Can't Find What You're Looking For?

Search the site using Google.

# Newest Pages

- How to Make Your Images Mobile-Friendly (Responsive Design)
- How to Make a Two Column Website Layout Mobile-Friendly
- Free Royalty-Free Stock Photos
- How to Make a Mobile-Friendly Website: Responsive Design in CSS
- How to Insert a YouTube Video into Your Website with BlueGriffon
- Should I Use a Specialized Blog Host or Install My Own Blog Software?
- How to Add a Feedback or Contact Form to Your Website with BlueGriffon
- Can I Be My Own Domain Name Registrar So That I Can Avoid Paying Domain Renewal Fees Every Year?
- How to Reserve a Domain Name. Do You Need a Web Host if You Want to Reserve a Domain for Future Use?
- What's the Difference Between a Content Management System (CMS), a Blog, a Web Editor and an Online Site Builder?

# Popular Pages

- How to Create/Make Your Own Website: The Beginner's A-Z Guide
- How to Register Your Own Domain Name - how to get your own domain name
- BlueGriffon Tutorial: How to Create a Website with the BlueGriffon Free Web Editor
- Dreamweaver Tutorial: How to Design a Website with Dreamweaver CS6
- How to Create a Bootable Windows XP Setup CD/DVD on a Preinstalled Windows System
- Free Partitioning Software - Copy, Create, Move, Resize, Convert, Undelete Partitions
- Free Data Recovery, File and Partition Recovery, Undelete and Unformat Software
- Free DVD Authoring and Creation Software
- Free CD and DVD Burners and Copying Software
- Free Hard Disk Backup and Restore, Hard Disk Image and Cloning Utilities

# How to Link to This Page

It will appear on your page as:

Free Numerical, Mathematical, Statistics Libraries and Source Code