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List of numerical libraries : ウィキペディア英語版
List of numerical libraries
This is a list of notable numerical libraries, which are libraries used in software development for performing numerical calculations. It is not a complete listing but is instead a list of numerical libraries with articles on Wikipedia, with few exceptions.
The choice of a typical library depends on a diverse range of requirements such as: desired features (for e.g.: large dimensional linear algebra, parallel computation, partial differential equations), commercial/opensource nature, readability of API, portability or platform/compiler dependence (for e.g.: Linux, Windows, Visual C++, GCC), performance in speed, ease-of-use, continued support from developers, standard compliance, specialized optimization in code for specific application scenarios or even the size of the code-base to be installed.
As we find comprehensive surveys rarely available, there is almost always (at least initially) a difficult choice among a number of possible libraries.
Often it tends to be at the discretion of the user based on his own taste and comforts, only due to the lack of proper information.
== Multi-language ==

* ALGLIB is an open source numerical analysis library which may be used from C++, C#, FreePascal, Delphi, VBA.
* IMSL Numerical Libraries are libraries of numerical analysis functionality implemented in standard programming languages like C, Java, C# .NET, Fortran, and Python.
* The NAG Library is a collection of mathematical and statistical routines for multiple programming languages (C, C++, Fortran, Visual Basic, Java and C#) and packages (MATLAB, Excel, R, LabVIEW).
* GNU Octave is an open source high level programming language and library, including a command line interface, analogous to commercial alternatives such as Maple, MatLab, Mathematica, etc. APIs, functions and libraries can be called from many platforms, including high level engineering programs, where functions are, in many cases, seamlessly interpreted and integrated in similar fashion to MatLab. It also can be used with batch orientation.

抄文引用元・出典: フリー百科事典『 ウィキペディア(Wikipedia)
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