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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).

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 Free Edition is licensed according to GPL.
  • ALGLIB Commercial Edition is sold via a commercial license.


Official site: