Math

Apophenia - A C library for statistical and scientific computing. [GPL2]

GLM9.5K

Header-only C++ math library that matches and inter-operates with OpenGL's GLSL math. [MIT] website

OpenBLAS6.5K

An optimized BLAS library based on GotoBLAS2 1.13 BSD version. [BSD 3-clause] website

QuantLib5.6K

A free/open-source library for quantitative finance. [Modified BSD] website

CGAL5.1K

Collection of efficient and reliable geometric algorithms. [LGPL&GPL] website

NumCpp3.6K

A templatized header only C++ implementation of the Python Numpy library. [MIT]

xtensor3.4K

A C++14 library for numerical analysis with multi-dimensional array expressions, inspired by NumPy syntax. [BSD 3-clause] website

autodiff1.7K

A modern, fast and expressive C++ library for automatic differentiation. [MIT] website

TinyExpr1.6K

A C library for parsing and evaluating math expressions from strings. [zlib]

DirectXMath1.6K

An all inline SIMD C++ linear algebra library for use in games and graphics apps.

Vc1.5K

SIMD Vector Classes for C++. [BSD]

MatX1.2K

A GPU-accelerated C++17 numerical computing library with a MATLAB/Python-like syntax. [BSD 3-clause]

SymEngine1.2K

Fast symbolic manipulation library, a rewriting of SymPy's core in C++. [MIT]

linmath.h935

A lean linear math library, aimed at graphics programming. [WTFPL]

linalg.h883

Single header, public domain, short vector math library for C++. [Unlicense]

Klein763

A fast, SIMD-optimized C++17 Geometric Algebra library for point, line, and plane projections, intersections, joins, rigid-body motion, and more. [MIT] website

LibTomMath666

A free open source portable number theoretic multiple-precision integer library written entirely in C. [PublicDomain & WTFPL] website

MIRACL661

A Multiprecision Integer and Rational Arithmetic Cryptographic Library. [AGPL]

CNL646

A Compositional Numeric Library for C++. [Boost]

StatsLib537

A C++ header-only library of statistical distribution functions. [Apache2] website

universal428

A C++14 header-only library implementing arbitrary posit arithmetic. The posit number system is a tapered floating point that is more efficient than IEEE floating point. Posits enable reproducible computational science. [MIT license]

XAD352

Powerful Automatic Differentiation for C++. [AGPL] website

Boost.Multiprecision206

provides higher-range/precision integer, rational and floating-point types in C++, header-only or with GMP/MPFR/LibTomMath backends. [Boost] website

Wagyu167

A general library for geometry operations of union, intersections, difference, and xor. [mapbox-wagyu original]

A
Armadillo

Fast C++ library for linear algebra & scientific computing. [Apache2] website

b
blaze

high-performance C++ math library for dense and sparse arithmetic. [BSD]

c
ceres-solver

C++ library for modeling and solving large complicated nonlinear least squares problems from google. [BSD]

c
cml

free C++ math library for games and graphics. [Boost]

E
Eigen

A high-level C++ library of template headers for linear algebra, matrix and vector operations, numerical solvers and related algorithms. [MPL2]

E
ExprTk

The C++ Mathematical Expression Toolkit Library (ExprTk) is a simple to use, easy to integrate and extremely efficient run-time mathematical expression parser and evaluation engine. [MIT]

G
Geometric Tools

C++ library for computing in the fields of mathematics, graphics, image analysis and physics. [Boost] website

G
GMTL

Graphics Math Template Library is a collection of tools implementing Graphics primitives in generalized ways. [GPL2]

G
GMP

A C library for arbitrary precision arithmetic, operating on signed integers, rational numbers, and floating-point numbers. [LGPL3 & GPL2]

m
muparser

muParser is an extensible high performance math expression parser library written in C++. [MIT]

l
lp_solve

A library used to formulate and solve linear programming problems. [LGPL] website

P
PCG-rand

PCG is a family of simple fast space-efficient statistically good algorithms for random number generation. Unlike many general-purpose RNGs, they are also hard to predict. [Apache]

V
Versor

A (fast) Generic C++ library for Geometric Algebras, including Euclidean, Projective, Conformal, Spacetime (etc).

W
Wykobi

A C++ library of efficient, robust and simple to use C++ 2D/3D oriented computational geometry routines. [MIT]