Alglib is a cross-platform numerical analysis and data processing library. this package support c++. 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)
this package contains the development files (headers and documentation) for alglib.