ALGLIB
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Overview
. [Delphi] [FPC] Cross-platform numerical analysis and data processing library. It supports several operating systems (Windows and POSIX, including Linux). ALGLIB features include: Data analysis (classification/regression, statistics); Optimization and nonlinear solvers; Interpolation and linear/nonlinear least-squares fitting; Linear algebra (direct algorithms, EVD/SVD), direct and iterative linear solvers; Fast Fourier Transform and many other algorithms. // Free edition is Delphi wrapper around generic C core licensed for Personal and Academic Use
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