Recently, I’ve been doing research in algorithms and found it difficult to locate a comprehensive and high-quality scientific computing algorithm library. However, I did find a few, which I’m recording here for future reference. I might even write my own someday to integrate all of these.
Library Name Link Status Description GSL http://www.gnu.org/software/gsl/ ✅ Valid The GNU Scientific Library, a fairly comprehensive resource. It includes commonly used special mathematical functions, random distributions, differentiation and integration, least-squares fitting, root-finding, and optimization. However, it has some shortcomings; for example, its optimization module lacks genetic algorithms and particle swarm optimization, and its integration performance is inferior to the Cuba library mentioned below. dlib http://dlib.net/ ✅ Valid An algorithm library primarily serving deep learning, containing deep-learning-related optimization algorithms and some image processing tools, mainly to support deep learning implementations. Cuba https://feynarts.de/cuba/ ✅ Valid A library offering four integration methods, including three Monte Carlo integration techniques and one deterministic integration method. These methods outperform the Monte Carlo integrators provided by GSL. GAlib http://web.mit.edu/galib/www/GAlib.html ✅ Valid A genetic algorithm library that includes four types of genetic algorithms. MRPT https://www.mrpt.org/ ✅ Valid A robotics programming library, primarily featuring algorithms for robot localization, computer vision, image processing, and motion planning. KFilter http://kalman.sourceforge.net/ ✅ Valid An open-source algorithm library for Kalman filters. C++ Wavelet Libraries http://wavelet2d.sourceforge.net/ ✅ Valid A wavelet transform algorithm library. libfgen https://sourceforge.net/projects/libfgen/ ✅ Valid A genetic algorithm library that also includes a particle swarm optimization algorithm. libGeneiAL http://www.geneial.org/ ✅ Valid An open-source genetic algorithm library. FFTW http://www.fftw.org/ ✅ Valid A library for the Discrete Fourier Transform, supporting complex numbers and multi-dimensional transforms. Matrix Template Library (MTL) https://github.com/simunova/mtl4 ✅ Valid A basic linear algebra library, similar to BLAS or LAPACK. Eigen https://eigen.tuxfamily.org/index.php?title=Main_Page ✅ Valid A linear algebra and related algorithms library, similar to MTL. Boost https://www.boost.org/ ✅ Valid Boost is actually a collection of libraries akin to the C++ standard library, which also includes libraries relevant to scientific computing, such as Math, Odeint, and uBLAS. OpenCV https://opencv.org/ ✅ Valid A computer vision library containing many machine vision algorithms and underlying matrix operations, such as image comparison and edge detection. Ceres http://ceres-solver.org/ ✅ Valid A Google C++ library for solving large-scale optimization problems, designed for constrained non-linear least squares problems and general unconstrained optimization. NLopt https://nlopt.readthedocs.io ✅ Valid An open-source library for nonlinear optimization. Ipopt https://coin-or.github.io/Ipopt/ ✅ Valid A very powerful open-source interior-point method optimization library capable of quickly solving constrained nonlinear optimization problems. cernlib https://cernlib.web.cern.ch/cernlib/ ✅ Valid A suite of scientific computing libraries developed by CERN for physics research, covering mathematics, data analysis, detector simulation, data processing, and more. It is quite comprehensive. This list will be updated periodically and irregularly.
