Numerical Analysis/Methods Packages

[neurocomp2003]

Any body use or know of any good numerical analysis packages in C/C++.
something like LAPACK. and are they easy to use.

[DrMark]

See this link:

http://www.netlib.org/

All kinds of stuff in fortran, c, c++

[dduardo]

Here is a good library of numerical analysis functions:

http://www.gnu.org/software/gsl/

If you want to learn how numberical analysis is done in C this is a good resource:

http://www.library.cornell.edu/nr/cbookcpdf.html

[neurocomp2003]

thanks i alredy have thle numerical recipesin C(waiting on C++) just wondering if there were some other ones, or if people have used cLAPACK. I'll look into gsl but it seems only for linux =[ and i'm coding in windows platform(like the vc6 interface too much.

i'll also look at the netlib site...thanks...thats the one my compphys text(landau) suggested...have you guys used these packages...are they pretty optimized?

[DrMark]

Yes, I've used/use several programs from netlib and have never had any problems with any of them (including several routines from LAPACK-fortran version). As for optimization it depends on what you mean by "optimized". The code can be optimized for vector processing, parallel processing, or scalar processing. Check the header of the given code you want for specifics.

[Lonewolf]

You may know of this, but there's a version of LAPACK for C++ called LAPACK++, but this is being superseeded by the Template Numerical Toolkit, available at http://math.nist.gov/tnt/.

[PerennialII]

With respect to degree of "optimization" of netlib packages typically exceed my own workings by a fair margin, as problem free as it comes.

Usually access via our neighboring organization who have their things pretty good straightened and sorted out:

http://www.csc.fi/math_topics/FTP/index.html
http://www.csc.fi/math_topics/Software.html