10

8

6

4

2


8.3

9.3
GLM

7.4

8.9
QuantLib

7.1
-
Eigen

6.8

10.0
CGal

6.0

8.6
ceres-solver

5.0

5.6
NT2

22 Math libraries and projects

  • GLM

    8.3 9.3 L1 C++
    Header-only C++ math library that matches and inter-operates with OpenGL's GLSL math. [MIT]

  • QuantLib

    7.4 8.9 L1 C++
    A free/open-source library for quantitative finance. [Modified BSD] website

  • Eigen

    7.1 -
    A high-level C++ library of template headers for linear algebra, matrix and vector operations, numerical solvers and related algorithms. [MPL2]

  • CGal

    6.8 10.0 L1 C++
    Collection of efficient and reliable geometric algorithms. [LGPL&GPL]

  • ceres-solver

    6.0 8.6 L1 C++
    C++ library for modeling and solving large complicated nonlinear least squares problems from google. [BSD]

  • NT2

    5.0 5.6 C++
    A SIMD-optimized numerical template library that provides an interface with MATLAB-like syntax. [Boost]

  • GMTL

    4.9 0.0 L1 C++
    Graphics Math Template Library is a collection of tools implementing Graphics primitives in generalized ways. [GPL2]

  • LibTomMath

    4.5 5.9 L2 C
    A free open source portable number theoretic multiple-precision integer library written entirely in C. [PublicDomain & WTFPL] website

  • Vc

    4.5 9.4 L1 C++
    SIMD Vector Classes for C++. [BSD]

  • MIRACL

    4.4 0.3 L1 C
    A Multiprecision Integer and Rational Arithmetic Cryptographic Library. [AGPL]

  • TinyExpr

    3.9 4.8 L4 C
    tiny recursive descent expression parser, compiler, and evaluation engine for math expressions

  • ExprTK

    3.8 6.3 L1 C++
    The C++ Mathematical Expression Toolkit Library (ExprTk) is a simple to use, easy to integrate and extremely efficient run-time mathematical expression parser and evaluation engine. [CPL]

  • Apophenia

    3.3 0.7 L2 C
    A C library for statistical and scientific computing [GPL2]

  • blaze

    3.1 -
    high-performance C++ math library for dense and sparse arithmetic. [BSD]

  • muparser

    2.9 0.5 L1 C++
    muParser is an extensible high performance math expression parser library written in C++. [MIT]

  • Boost.Multiprecision

    2.5 7.8 L1 C++
    provides higher-range/precision integer, rational and floating-point types in C++, header-only or with GMP/MPFR/LibTomMath backends. [Boost]

  • Wykobi

    2.1 1.8 C++
    A C++ library of efficient, robust and simple to use C++ 2D/3D oriented computational geometry routines. [MIT]

  • Versor

    1.9 0.0 Objective-C
    A (fast) Generic C++ library for Geometric Algebras, including Euclidean, Projective, Conformal, Spacetime (etc).

  • Xerus

    1.5 8.2 C++
    A general purpose library for numerical calculations with higher order tensors, Tensor-Train Decompositions / Matrix Product States and other Tensor Networks

  • cml

    1.1 7.9 L3 C++
    free C++ math library for games and graphics. [Boost]

  • GMP

    - -
    A C/C++ library for arbitrary precision arithmetic, operating on signed integers, rational numbers, and floating-point numbers. [LGPL3 & GPL2]

  • Armadillo

    - -
    A high quality C++ linear algebra library, aiming towards a good balance between speed and ease of use. The syntax (API) is deliberately similar to Matlab. [MPL2]

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