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I'm looking for high performance code (needs to run in real-time), preferably open source, but if there is nothing that's free and high-perf, I'll take something well supported and of high quality for a cost.
Any suggestions?
These are the ones I've found so far, in no particular order:
CodeCogs
GSL
Cephes
Boost MathToolkit
Blitz++
TNT
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Two types of libraries in C: Static and dynamic There are two types of libraries in C static and dynamic. Dynamic libraries are shared libraries with specific functions launched during the execution of a program and contribute to “reduced memory consumption”(techopedia.com). Dynamic libraries are linked in two stages.
A library in C is a collection of header files, exposed for use by other programs. The library therefore consists of an interface expressed in a . h file (named the "header") and an implementation expressed in a .
Libaries consist of a set of related functions to perform a common task; for example, the standard C library, 'libc. a', is automatically linked into your programs by the “gcc” compiler and can be found at /usr/lib/libc. a. Standard system libraries are usually found in /lib and /usr/lib/ directories.
C is a standard which specifies how C compilers should generate programs. C itself doesn't have any source code, just like a musical note doesn't have any plastic. Some C compilers, such as GCC, are open source.
Check the links on mathtools.net. The page for statistics libraries for C++ has links. Another page http://www.thefreecountry.com/sourcecode/mathematics.shtml lists few more.
Have you checked the 'R project'? I think you can call 'R objects' from C/C++.
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I'm surprised nobody's mentioned ALGLIB: http://www.alglib.net/
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Root has pretty good statistical support. At least as us particle physics types judge these thing. Works in cint interpretation or as a native c++ library.
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