ALGLIB is a cross-platform 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 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)