Thursday, February 24, 2011

ALGLIB: New Kid on the Block?

I just started using ALGLIB for a somewhat large optimization problem, and so far, I am loving it. From the wikipedia entry:
ALGLIB is a cross-platform open source numerical analysis and data processing library. It is written in specially designed pseudocode which is automatically translated into several target programming languages (C++, C# and other). ALGLIB is relatively young project - active development started only in 2008, while GSL, for example, has 14 years long history. However, it is actively developed with new releases every 1–2 months.
I use the C++ routines, since I just got tired of using plain-C from the older but reliable GSL.

ALGLIB has more than just an interesting distribution mechanism. Unlike traditional numerical libraries, you "include" ALGLIB routines that you need directly, making installation a non-issue.

So far most of my use has been confined to a couple of packages, but I like what I see so far.

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