The examples are in the same script file.
For now, the examples include an ODE Solver and a Nonlinear System of Equations Solver.
ALGLIB is a cross-platform numerical analysis and data
processing library. It supports several programming languages (C++, C#, Pascal,
VBA) and several operating systems. ALGLIB features include:
- Linear algebra (direct
algorithms, EVD/SVD)
- Solvers (linear and nonlinear)
- Interpolation
- Optimization
- Fast Fourier transforms
- Numerical integration
- Linear and nonlinear
least-squares fitting
- Ordinary differential equations
- Special functions
- Statistics (descriptive
statistics, hypothesis testing)
- Data analysis
(classification/regression, including neural networks)
- Multiple precision versions of
linear algebra, interpolation optimization and others algorithms (using
MPFR for floating point computations)
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