ALGLIB是一个跨平台的数值分析和数据处理库。它支持多种编程语言（C + +，C＃中，Pascal，VBA），和多种操作系统（Windows，Linux和Solaris）的。 ALGLIB功能包括：
（1）线性代数（包括矩阵分析，EVD / SVD）；
（2）方程求解（线性和非线性）；
（3）插值；
（4）最优化；
（5）快速傅立叶变换；
（6）数值积分；
（7）线性和非线性最小二乘拟合；
（8）常微分方程求解；
（9）特殊函数；
（10）统计（描述统计、假设检验）；
（11）数据分析（分类、回归、神经网络）；
(12) 线性代数，插值优化和其他算法的多精度版本（使用浮点运算MPFR）
ALGLIB is a cross-platform numerical analysis and data processing library. It supports several programming languages (C++, C#, Pascal, VBA) and several operating systems (Windows, Linux, Solaris). ALGLIB features include:
- Linear algebra (direct algorithms, EVD/SVD)
- Solvers (linear and nonlinear)
- Interpolation
- Optimization
- Fast Fourier transforms
- Numerical integration
- Linear and nonlinear least-squares 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)
Why to choose ALGLIB? Because it is:
- portable. It can be compiled almost anywhere using almost any compiler (see compatibility matrix for more info).
- easy to use. It supports many programming languages. If you use one language, you don't need to study another (FORTRAN, for example) to compile and link an external library.
- open source. It can be used for free under GPL 2+.
- suited for commercial users too. Those who want to use ALGLIB in commercial applications can buy commercial license without copyleft requirement.