Math
Amortization Formulas A thorough explanation of how to calculate the monthly payments for an amortization table (specifically for mortgages). Both American and Canadian rules are explained. (Dec 1998)
bc - arbitrary precision RPN calculator bc is an arbitrary precision numeric processing language (like an RPN desk calculator) . Syntax is similar to C, but differs in many substantial areas. It supports interactive execution of statements. Part of the POSIX P1003.2/D11 draft standard. (Apr 1999)
Blitz++ Project - Fast numerics for C++ The goal of Blitz++ is to develop techniques which will enable C++ to rival -- and in some cases even exceed -- the speed of Fortran for numerical computing, while preserving an object-oriented interface. Objects like Vector and Matrix are supported. (Dec 1997)
Cephes Mathematical Library Replaces C standard math library ("libm.a") and provides five different precisions: single, double, long double (80 or 96-bit), long double (128-bit), and q-class (384-bit software arithmetic and check routines). All platforms (Nov 1998)
Cint96 - 96-bit integer arithmetic MFC class CInt96 is a freeware MFC class which provides 96 bit integers. If you have reached the limits of the built-in __int64 data type in Visual C++, this may help you. With source (Jul 1999)
CMATH - Complex number library for BCC CMATH v1.2 is a comprehensive library for complex-number arithmetics. It replaces the C++ implementation on PC compilers. In addition, all functions may be called from C, without the necessity to use C++. (Sep 1998)
CRC Tutorial - Cyclic Redundancy Check In this article, Bartosz Milewski will sketch the mathematical foundations of the CRC calculation and describe two C++ implementations--first the slow but simple one, then the more optimized one. (Jul 2002)
C-XSC - C++ lib for Extended Scientific Computing C-XSC is a tool for the development of numerical algorithms delivering highly accurate and automatically verified results. It provides a large number of predefined numerical data types and operators. (Dec 2001)
Doctor Matrix C++ software package for vector and matrix algebra. Supports over 50 functions, including matrix inversion and determinants. Sample program solves any system of linear equations. Shareware for MS-DOS (Jun 1998)
FFT Tutorial - Fast Fourier Transform In this article, Bartosz Milewski explains the FFT and its uses. A Fourier transform is a special case of a wavelet transform with basis vectors defined by trigonometric functions--sine and cosine. (Jul 2002)
FFTPACK++ - C++ version of FFTPACK FFT_Pack is a C++ wrapper for FFTPACK complex routines using LAPACK++ Matrix and Vector classes. FFTPACK routines were converted to C using f2c and also modified to use double precision complex using -r8 to f2c. (Jun 1998)
FFTW - Fastest Fourier Transform in the West FFTW is a C subroutine library for computing the Discrete Fourier Transform (DFT) in one or more dimensions. Supports Unix, OS/2, BeOS, Win32, more. Freeware (May 1998)
Frequency Analyzer - FFT analysis of sound Whistle a melody and watch this program graph the pitch in real time. The Frequency Analyzer technically speaking performs a Fast Fourier Transform of the sound (need a sound card and a microphone to use this program). Freeware w/source. For Win32. (Jul 2002)
Gauss-Laguerre integration method Compute the general Gaussian approximation for any (Gaussian) formula, return the Gauss-Laguerre nodes and weights, and valuate Laguerre polynomial L at the point X according to recursion (source in C) (Apr 1999)
GINA - Geometry IN Action GINA organizes many computational geometry resources including problems such as Graph Drawing, Quadtrees and hierarchical space dimensioning, minimum spanning trees, mesh generation, and more. Lots of links to libraries. (Mar 1999)
GiNaC - symbolic algebra system GiNaC (GiNaC is Not a CAS (Computer Algebra System)) is a C++ library for symbolic calculations. It is designed to allow the creation of integrated systems that embed symbolic manipulations together with more established areas of computer science. GPL (Aug 2003)
GMCL - Generative Matrix Computation Library GMCL represents is a case study in Generative Programming. The GMCL makes widespread use of expression templates, generative C++ programming idioms, and many template metaprogramming facilities, e.g. control structures for static metaprogramming (Jun 2001)
GMP - GNU Muliple Precision math library GNU MP is a library for arbitrary precision arithmetic, operating on signed integers, rational numbers, and floating point numbers. It has a rich set of functions, and the functions have a regular interface. Freeware. (May 1999)
Guppi - app for graphing and statistical analysis Guppi is an easy-to-use graphical interface for plotting data and performing statistical manipulations. It is a GNOME application, and is available from GNOME CVS. Freeware (Jul 1999)
HugeCalc - Arbitrary Precision Arithmetic C++ software package that allows you to make integer calculations with hundreds or digits of accuracy. Uses operator overloading for natural and easy usage. Shareware for MS-DOS (Jun 1998)
JACAL - GNU symbolic mathematics program JACAL is an interactive symbolic mathematics program. JACAL can manipulate and simplify equations, scalars, vectors, and matrices of expressions containing numbers, variables, radicals, and algebraic differential, and holonomic functions. GNU freeware (May 2000)
LAPACK++ Linear Algebra PACKage in C++ This is a software library for numerical linear algebra that solves systems of linear equations and eigenvalue problems. Includes vectors, non-symmetric matrices, SPD matrices, symmetric matrices, banded, triangular, and tridiagonal matrices; (Jan 1998)
Linear Algebra functions in C Based on Anton Rores textbook: addm, subm, multm, powm, smultm, transpose, det, minor, mminor, cofactor, mcofactor, adjoint, inverse, gauss, gaussjordan. norm, distance, innerproduct,coldim, rowdim, rank, nullity (May 2003)
Linteger - arbitrary precision integer arithmetic LInteger, a C++ library that empowers you to create and perform arithmetic on objects representing nearly arbitrary precision integers (using operator overloading). Also FIPS hashing and pseudo-random numbers. Supports Linux, Win32, (Mar 1998)
MAPM - My Arbitrary Precision Math Library MAPM library allows you to calculate to any level of accuracy that is desired. Also supports floating point values. Includes many math.h replacements. Supports Linux, Sun, MS-DOS. Freeware. (Jun 2000)
MatClass - a C++ Matrix class MatClass is a C++ library for numerical computation with a general-purpose dense, real-matrix class. MatClass has a family of decomposition classes based on LU, Cholesky, Householder QR, and SVD. Also includes a random number class and OLS regression. (Nov 1997)
MathTools.NET - technical computing portal MathTools.NET is a technical computing portal for all scientific and engineering needs. The portal is free and contains over 20,000 useful links to technical computing programmers, covering C/C++, Java, Excel, MATLAB, Fortran and others. (Dec 2001)
Matrix - template class library Matrix data type for ANSI/ISO C++ compilers but can be used with older compilers by selectively disabling namespace, template or exception handling features. Complete source code has been included as in-line functions. Freeware (Apr 1999)
NewMat - a C++ Matrix class NewMat is a very thorough matrix class that supports Matrix, UpperTriangular, LowerTriangular, Diagonal, Symmetric, Upper and Lower Band class matrices. Includes operators *, +, -, concat, inverse, transpose, determinant, decompositions, and much more. (Nov 1997)
Numerical Analysis Resource Guide (FAQ) True to its name, this FAQ provides info on commercial and freeware resources for numerical analysis on the web. There are links to software, newsgroups, electronic journals and papers, all with excellent categorization by subtopics. (Jan 1998)
Numerical Recipes in C The entire text of the book Numerical Recipes in C is available for download. Also, you can get all of the source code for libraries shown in the book. If you are doing scientific programming, you need this book. (Sep 2000)
Numerical Recipes in C++, 2nd Ed. All-new 2nd Ed. helps you solve linear equations, interpolation/extrapolation, random numbers, root finding, nonlinear equations, min/max, Eigen systems, FFT and spectral apps, stats, ODEs, PDEs, and semi-numerical problems. A must have! (Feb 2002)
Object Oriented Numerics Page A huge list of resources for O-O numerical analysis including mailing lists, freeware, commercial software, projects, reference material, related web indices, and bibliography. (Jan 1998)
Octave - GNU differential equation solver Octave does arithmetic for real and complex scalars and matrices, solves nonlinear algebraic equations, integrates systems of ODE and differential-algebraic equations, and integrates functions over finite and infinite intervals. GNU (May 2000)
OptiVec - Vectorized functions library OptiVec contains the fully vectorized forms of all operators and functions of C/C++ for all integer and floating-point (including complex) data types, plus many other real and complex math functions and routines for statistics. Borland only; Shareware (Oct 1998)
Pi AGM - Unlimited Pi computation Pi AGM: the fastest PI computation ever: supports Windows, BeOS, Linux, HP-UX, Solaris. This program can calculate as many digits of Pi as you want provided you have the memory to fit it in up to 8 million. (Apr 2002)
SparseLib++ - Sparse Matrix Library The software package consists of matrix classes encompassing several sparse storage formats (e.g. compressed row, compressed column and coordinate formats), and providing basic functionality for managing sparse matrices. (Jul 1998)
SVMTL - Scalar, Vector, Matrix and Tensor Library API standard for a C++ Scalar, Vector, Matrix and Tensor class library that provide high performance arithmetic on dense vector, matrix and tensor objects to support portable scientific and engineering applications. (May 2002)
TIDE - Tools for the Integration of Diff Eq TIDE C++ classes perform numerical computations. It covers a range from ODEs and adaptive integration methods over nonlinear problems to the discretization of PDEs by the finite difference method. Freeware (Mar 1999)
TLTools - Portable General C Functions TLTools is a collection of general purpose C functions. Features a linked list manager and many data manipulation functions. Portable C code runs on both Windows and Mac. Freeware w/source (May 2001)
TNT - Template Numeric Toolkit The Template Numerical Toolkit is a collection of libraries for numeric computation and in C++. Its fundamental classes include vectors, matrices, and multidimensional arrays. TNT is a successor to the Lapack++, Sparselib++, IML++, and MV++ packages. (Jan 1998)
YACAS - Yet Another Computer Algebra System YACAS is a small and highly flexible infix computer algebra language. Its real strength is it's language that lets you write symbolic manipulation algorithms. Supports arbitrary precision arithmetic. Unix, Linux, Win32. Open Source (Jun 2000)
See also: DSPSee Also: if you are interested in Math you may find related topics in DSP
See also: GeometrySee Also: if you are interested in Math you may find related topics in Geometry
See also: Math PrecisionSee Also: if you are interested in Math you may find related topics in Math Precision
See also: StatisticsSee Also: if you are interested in Math you may find related topics in Statistics
See also: Random NumbersSee Also: if you are interested in Math you may find related topics in Random Numbers
Books about MathA complete list of books on Math available through Amazon.COM