ALGLIB is a cross-platform library for numerical analysis and data processing. It supports several programming languages including Free Pascal and several operating systems (Windows, Linux, Solaris).
- Data analysis (classification/regression, including neural networks)
- Optimization and nonlinear solvers
- Interpolation and linear/nonlinear least-squares fitting
- Linear algebra (direct algorithms, EVD/SVD), direct and iterative linear solvers
- Fast Fourier Transform and many other algorithms (numerical integration, ODEs, statistics, special functions)
- ALGLIB Free Edition is licensed according to GPL.
- ALGLIB Commercial Edition is sold via a commercial license.
Official site: http://www.alglib.net