10

8

6

4

2


8.8

7.6
GLM

8.4

9.6
OpenBLAS

8.2

9.3
QuantLib

7.9

9.8
CGal

7.4

7.8
ceres-solver

7.1
-
Eigen

27 Math libraries and projects

  • GLM

    8.8 7.6 L1 C++
    Header-only C++ math library that matches and inter-operates with OpenGL's GLSL math. [MIT]

  • OpenBLAS

    8.4 9.6 Fortran
    An optimized BLAS library based on GotoBLAS2 1.13 BSD version. [BSD 3-clause] website

  • QuantLib

    8.2 9.3 L1 C++
    A free/open-source library for quantitative finance. [Modified BSD] website

    • Scout APM uses tracing logic that ties bottlenecks to source code so you know the exact line of code causing performance issues and can get back to building a great product faster.
    Promoted scoutapm.com

  • CGal

    7.9 9.8 L1 C++
    Collection of efficient and reliable geometric algorithms. [LGPL&GPL]

  • ceres-solver

    7.4 7.8 L1 C++
    C++ library for modeling and solving large complicated nonlinear least squares problems from google. [BSD]

  • Eigen

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

  • Vc

    5.6 2.2 L1 C++
    SIMD Vector Classes for C++. [BSD]

  • TinyExpr

    5.5 5.2 L4 C
    tiny recursive descent expression parser, compiler, and evaluation engine for math expressions

  • linmath.h

    5.0 1.7 C
    A lean linear math library, aimed at graphics programming. [WTFPL]

  • NT2

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

  • MIRACL

    4.9 0.0 L1 C
    A Multiprecision Integer and Rational Arithmetic Cryptographic Library. [AGPL]

  • LibTomMath

    4.7 3.3 L2 C
    A free open source portable number theoretic multiple-precision integer library written entirely in C. [PublicDomain & WTFPL] website

  • ExprTK

    4.4 0.3 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]

  • Klein

    4.0 7.2 C++
    P(R*_{3, 0, 1}) specialized SIMD Geometric Algebra Library

  • GMTL

    3.9 0.0 L1 C++
    Graphics Math Template Library is a collection of tools implementing Graphics primitives in generalized ways. [GPL2]

  • muparser

    3.6 8.7 L1 C++
    muParser is an extensible high performance math expression parser library written in C++. [MIT]

  • Apophenia

    3.2 0.1 L2 C
    A C library for statistical and scientific computing [GPL2]

  • Boost.Multiprecision

    3.2 8.4 L1 C++
    provides higher-range/precision integer, rational and floating-point types in C++, header-only or with GMP/MPFR/LibTomMath backends. [Boost]

  • blaze

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

  • safe_numerics

    3.1 3.4 C++
    Replacements to standard numeric types which throw exceptions on errors

  • Wykobi

    2.8 0.0 C++
    A C++ library of efficient, robust and simple to use C++ 2D/3D oriented computational geometry routines. [MIT]

  • Versor

    1.8 0.0 Objective-C
    A (fast) Generic C++ library for Geometric Algebras, including Euclidean, Projective, Conformal, Spacetime (etc).

  • metamath

    1.6 0.0 C++
    metamath is a tiny header-only library. It can be used for symbolic computations on single-variable functions, such as dynamic computations of derivatives.

  • Xerus

    1.5 0.0 C++
    A general purpose library for numerical calculations with higher order tensors, Tensor-Train Decompositions / Matrix Product States and other Tensor Networks

  • Mission : Impossible (AutoDiff)

    1.3 7.5 C++
    A concise C++17 implementation of automatic differentiation (operator overloading)

  • 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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