From Free Pascal wiki
Its features include
- 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 is deliverd with different licenses. ALGLIB Free Edition is licensed according to GPL, while ALGLIB Commercial Edition is sold via a commercial license.