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List of numerical libraries

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List of numerical libraries

This is a list of 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 range of requirements such as: desired features (e.g. large dimensional linear algebra, parallel computation, partial differential equations), licensing, readability of API, portability or platform/compiler dependence (e.g. Linux, Windows, Visual C++, GCC), performance, 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.

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