EiffelMath

EiffelMath provides a library of reusable object-oriented components for numerical computation, providing developers of financial, engineering and scientific software with the full power of object technology. Use it to solve these numerical problems:

• Probability and Statistics
• Numerical Integration
• Solution of Nonlinear Equations
• Ordinary Differential Equations
• Solution of Linear Equations
• Solutions of Eigenproblems
• Fitting and Interpolation
• Orthogonal Factorizations and Linear Least Squares
• Optimization
• Special Functions
• Fast Fourier Transforms
• Time Series Analysis
• And more ...

EiffelMath is available as a separate product.