Numerical processing in C++

Overview

C++ can be used for numerical processing. There are already a number of libraries out there which you should be aware of when starting your own.

Generic numeric processing libraries - primary

Generic numeric processing libraries - secondary

Linear algebra

Ordinary differential equations

Partial differential equations

Arbitrary precision

Books

  • Numerical Recipes - William H. Press, Saul A. Teukolsky, William T. Vetterling, Brian P. Flannery

Tutorials

See also

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