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ATLAS

Automatically Tuned Linear Algebra Software Find ATLAS at: http://www.netlib.org/atlas/index.html

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Rating: 5.0. From 1 vote.
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GSL – The GNU Scientific Library, a free numerical library for C programmers

A free numerical library for scientific computing under the GNU General Public license. Find GSL – The GNU Scientific Library, a free numerical library for C programmers at: http://sources.redhat.com/gsl/

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Rating: 4.5. From 11 votes.
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LAPACK

Linear Algebra Package Find LAPACK at: http://www.netlib.org/lapack/index.html

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Rating: 4.5. From 2 votes.
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FFTW

A fast, free C FFT library; includes real-complex, multidimensional, and parallel transforms. Benchmarked against many other FFTs. Find FFTW at: http://www.fftw.org/

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Rating: 4.4. From 30 votes.
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Blitz++ library

Blitz++ is a C++ class library for scientific computing which provides performance on par with Fortran 77/90. It uses template techniques to achieve high performance. The current versions provide dense arrays and vectors, random number generators, and small vectors and … Continue reading

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Rating: 4.4. From 14 votes.
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Quantities

Quantities is a software package which allows the use of quantities which have dimensionality and have units attached within C++ programs in a way similar to the use of the built-in types float or double. It is thus an implementation … Continue reading

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Rating: 4.3. From 44 votes.
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FreePOOMA C++ Numerical Library

FreePOOMA is a C++ library supporting element-wise, data-parallel, and stencil-based physics computations using one or more processors. The library automatically handles all interprocessor communication, obviating the need for any explicit communication code. The library supports high-level syntax close to mathematical … Continue reading

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Rating: 4.0. From 22 votes.
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Eigen

Eigen is a C++ template library for linear algebra: matrices, vectors, numerical solvers, and related algorithms. It provides high performance, arbitrary sized (and sparse) matricies, and excellent numerical stability. It is available under a LGPL3+/GPL2+ dual license. Find Eigen at: … Continue reading

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