Numerical Analysis Libraries

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1 comment, last by grhodes_at_work 14 years, 1 month ago
Are there any good open source numerical analysis libraries. Most importantly, I'm looking for one that can solve linear equations, solve ordinary differential equations, and efficiently handle various vector and matrix operations. What do you recommend? Thanks
"We've all heard that a million monkeys banging on a million typewriters will eventually reproduce the entire works of Shakespeare. Now, thanks to the internet, we know this is not true." -- Professor Robert Silensky
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Common choices are Numerical Recipes code and GNU Scientific Library.
There's a bunch of stuff at netlib also...much of it in FORTRAN.

NetLib.org
Graham Rhodes Moderator, Math & Physics forum @ gamedev.net

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