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Comparison of numerical analysis software

The following tables provide a comparison of numerical analysis software.

Contents

Applications

General

CreatorDevelopment startedFirst public releaseLatest stable versionCost (USD)LicenseNotes
ADMBD. Fournier, ADMB Project  11 / 2012FreeBSD 3-clause (aka new) LicenseAutomatic differentiation makes it well suited to complex minimization problems
ChSoftIntegration 20017.0 / 2012$399(commercial) / $199 (academic) / Free (student)ProprietaryC/C++ based numerical computing and graphical plotting[1]
Data Analyser MadArtSoftMadArtSoft Ltd.201120111.2 / 2011Not freeProprietaryNumeric computation for business featuring. import data from any data source. Cube OLAP, generate reports, predictions, forecasts.
DADiSPDSP Development198419866.5 / 2010$1995 (commercial) / $129 (academic) / Free (student)ProprietaryNumeric computations for science and engineering featuring a spreadsheet like interface.
Euler Math ToolboxR. Grothmann198719889.4 / 2010FreeGPLAlso a computer algebra system through interface with Maxima
FitykM. Wojdyr 20021.0.1 / 2011$115 (1.x binaries) / Free (source code and 0.x binaries)GPLinteractive graphics, scriptable, specialized in curve fitting and peak fitting, 2D only
FreeMatSamit Basu  4.1 / November 28, 2011FreeGPLCodeless interface to external C, C++, and Fortran code. Mostly compatible with MATLAB.
GAUSSAptech Systems 198412 / October 2011Not freeProprietarymainly used in econometrics
IGOR ProWaveMetrics198619886.03A / 2008$550 (commercial) / $395 (academic) / $85 (student)Proprietaryinteractive graphics, programmable, 2D/3D, used for science and engineering, large data sets.
JJsoftware198919907.0.1 / 2/1/2011FreeGPLonline access to: J Application Library (JAL)
jBEAMAMS199819996.4 / 2010$500 (basic) / $3950 (professional) / $10 (student)Proprietarymathematics, interactive graphics 2D/3D, scriptable, used for science and engineering, very large data sets, desktop or client/server, open Java framework
JHepWorkS.Chekanov (jwork.org)200520053.3 / 2012FreeFree for non-commercial usemathematics, symbolic calculations, algebra, data analysis, data mining, interactive 2D/3D graphics, Java scriptable, used for science and engineering, Cross-platform (written in Java)
JuliaJeff Bezanson, Stefan Karpinski, Viral B. Shah, and other [2] contributors20092011Daily builds (2012)FreeMIT LicenseOpen source language and environment for scientific computing. Direct calls of C functions from code (no wrappers or special APIs needed). Designed for cloud parallel computing in mind with LLVM JIT as a backend. Lightweight "green" threading (coroutines). Efficient support for Unicode. Powerful shell-like capabilities for managing other processes. Lisp-like macros and other metaprogramming facilities.
LabVIEWNational Instruments 19852010 / August 2010$1249 (commercial) / $79.95 (student)ProprietaryGraphical and textual (.m file script) programming approaches
MapleMaplesoft1980198214 / 2010$2275 (commercial) / $99 (student)ProprietaryMainly a computer algebra system
MathcadParametric Technology Corporation1985198614.0 / February 12, 2007$1195 (commercial) / $99 (student)ProprietaryMainly a computer algebra system
MathematicaWolfram Research198619889.0.0 / November 2012$2495 (commercial) / $145 (student) / $295 (personal)[3]Proprietaryalso computer algebra system
MATLABMathWorksthe late 1970s R2012b / September 11, 2012$2150 (commercial) / $99 (student)ProprietaryNumerical computation and simulation with extended 2D/3D visualization, mainly used by engineers.
Maxima  19825.28.0 / 27 August 2012FreeGPLMainly a computer algebra system
GNU Data LanguageMarc Schellens 20040.9.1 / 2011FreeGPLaimed as a drop-in replacement for IDL/PV-WAVE
GNU OctaveJohn W. Eaton198819933.6.3 / September 4, 2012FreeGPLGeneral numerical computing package with lots of extension modules. Syntax mostly compatible with MATLAB
OriginOriginLab 19918.0 SR4 / 2008$500 (academic) / $700 (Pro ver., academic) / $50 (Pro ver. student)Proprietaryinteractive graphics, programmable, 2D/3D, used for science and engineering, large data sets.
Perl Data LanguageKarl Glazebrooklate 1990sc. 19972.4.10 / 2012FreeArtistic LicenseUsed for astrophysics, solar physics, oceanography, biophysics, and simulation. 2D plotting via PGPLOT, PLPlot bindings; 3D via GL.
RR Foundation199719972.15.3 / March 01, 2013FreeGPLPrimarily for statistics, but there are many interfaces to open-source numerical software
SageWilliam Stein 20055.3 / September 8, 2012FreeGPLProgrammable, includes computer algebra, 2D+3D plotting. Interfaces to many open-source software. Web based interface HTTP or HTTPS
S-LangJohn E. Davis 19922.2.0 / 2009FreeGPL, Artistic License (1.x only)Available as a standalone (slsh) and embedded interpreter (jed, slrn, ...)
ScilabScilab Enterprises Was:Inria199019945.4.0 / October 1, 2012FreeCeCILL licenseOpen source, community supported. Programmable, direct support of 2D+3D plotting. Interfaces to many other software packages. Interfacing to external modules written in C, Ada or other languages. Language syntax similar to MATLAB. Used for numerical computing in engineering and physics.
SimplexNumericaDipl.-Phys.-Ing. Ralf Wirtz 19869.0 / 2011FreeProprietaryinteractive graphics, 2D/3D render engine, used for science and engineering, Excel im-/export.
SysquakeCalerga 19984.1 / 2008$250 / $2500 (Pro, commercial) / $1000 (Pro, academic) / free (LE)Proprietaryinteractive graphics
TK SolverUniversal Technical Systems, Inc.late 1970s19825.0.141 / 2011$399 commercial / $49 (student)ProprietaryNumerical computation and rule-based application development
VcmasterVeith Christoph GmbH1996?02012-01-012012 (2012.05)€800, free student versionProprietarydocumentation and calculation program
VisSimVisual Solutions 19897.0a / 2008$495-$2800 (commercial)
free view only version
$50-$250/free v3.0 (academic)
ProprietaryVisual Language for simulation and Model Based Design. Used in business, science and engineering. Performs complex scalar or matrix based ODE solving with parametric optimization. Has 2D and 3D plotting, 3D animation, and state transition built in.
Yorickn/an/an/a2.1.06 / 17 April 2010FreeGPLOpen source. Programmable, callable 2D+3D plotting. Language syntax similar to C. Interfacing to other software packages via C calls.

Operating system support

The operating systems the software can run on natively (without emulation).

WindowsMac OS XLinuxBSDUnixDOSAndroid
ADMBYesYesYesNoNoNoNo
ChYesYesYesYesYesNoNo
DADiSPYesNoNoNoYesNoNo
Euler Math ToolboxYesNoYesNoNoNoNo
FreeMatYesYesYesYesYesNoNo
GAUSSYesYesYesNoYesNoNo
IGOR ProYesYesNoNoNoNoNo
JYesYesYesNoYesNoYes
jBEAMYesYesYesNoNoNoNo
jHepWorkYesYesYesYesYesNoYes
JuliaYesYesYesYesYesNoNo
LabVIEWYesYesYesNoYesNoNo
MapleYesYesYesNoYesNoNo
MathematicaYesYesYesNoYesNoNo
MATLABYesYesYesNoYesNoYes
GNU Data LanguageNoYesYesYesYesNoNo
GNU OctaveYesYesYesYesYesYesYes
OriginYesNoNoNoNoNoNo
Perl Data LanguageYesYesYesYesYesYesNo
RYesYesYesYesYesNoNo
SageNo[4]YesYesNoYesNoNo
S-LangYesYesYesYesYesYesNo
ScilabYesYesYesYesYesYesNo
SimplexNumericaYesNoNoNoNoNoNo
SysquakeYesYesYesNoNoNoNo
TK SolverYesNoNoNoNoNoNo
The UnscramblerYesNoNoNoNoNoNo
VisSimYesYesYesNoYesNoNo

Language features

Colors indicate features available as

basic system capabilities
official or officially supported extensions and libraries
Third-party software components or not supported
Standalone executables creation supportSymbolic computation supportOOP supportGUI creation supportmulti-dimensional arrays as primitive data typeCentralized extension library websitecan call code in other languagescan be called from other languages
JNoYesYesYesYesYesJavascriptJavascript
Maple?YesYes[5]???C, C#, FortranMATLAB,[6] VisualBasic, Java and C[7]
MathematicaYes[8]YesYesYesYesYes[9]Java, .NET, C++, FORTRAN, CUDA, OpenCL, R
Java, .NET, C++
Excel,[10] LabVIEW[11]
Haskell,[12] AppleScript,[13] Racket,[14] Visual Basic,[15] Python[16][17]Clojure[18] MATLAB[19]
MATLABwith extension[20]with extension library[21]Yes[22]YesYesYes[23]
Through MEX[24] files: C, C++, FORTRAN. Also compiled Java and ActiveX components.
Mathematica[19]
.NET,[25] Java,[26] Excel[27]
GNU Data LanguageNoNoYesGUI Widgets since v.0.9 but still incompleteYesNoC, PythonPython
GNU OctaveYes with mkoctfileonly with GiNaC extensionYes[28]GUI Octave code can be used[29]YesYes[30]C++, FORTRAN,[31] Perl,[32] Tcl[33]Java,[34] Perl,[32] C++[35]
PDLYes[36]NoYes[37]Yes[38]YesYes[39]C via perlXS; C, Python, F77, etc. via InlinePerl, C[40]
RNoNoYes[41]NoYesYes[42]
C, C++, FORTRAN[43]
MATLAB[44]
Python[45]
Excel[46]
Python[47]
TK Solverwith extensionNoYeswith extensionYesYes.NET Excel

Libraries

General

CreatorLanguageFirst public releaseLatest stable versionCost (USD)LicenseNotes
ALGLIBSergey BochkanovC++, C#, FreePascal, VBA20062.6.0 / 06.2010FreeGPLGeneral purpose numerical analysis library. Uses automatic code generation to support several programming languages.
GNU Scientific LibraryGNU ProjectC19961.14 / 03.2010FreeGPLGeneral purpose numerical analysis library. Targets GNU/Linux, can be built on almost any *nix OS with Ansi C compiler.
ILNumerics.NetH. KutschbachC#20071.3.14 / 08.2008FreeLGPLaims .Net/mono, 2D/3D plottings (beta)
IMSL Numerical LibrariesRogue Wave SoftwareC, Java, C#, Fortran, Python1970many componentsNot freeProprietaryGeneral purpose numerical analysis library.
JHepWorkjwork.org (S.Chekanov)Java, Android20052011FreeFree for non-commercial useGeneral numerical calcualtions, statistics and interactive 2D/3D graphics for data and function presentation
NAG Numerical LibraryThe Numerical Algorithms GroupC, Fortran1971many componentsNot freeProprietaryGeneral purpose numerical analysis library.
NMathCenterSpace SoftwareC#20035.0 / February 2011$995ProprietaryMath and statistical libraries for the .NET Framework
ocamlmath[48]IREM[49] des Pays de la Loire[50]OCaml20110.3 / 2012FreeLGPLGeneral purpose calculations either for compilation or interactive use
SciPyEnthoughtPython19950.9.0 / 2011-02-27FreeBSDAdds numerical programming capabilities to the Python programming language. Related to Numpy, and therefore connected to the previous Numeric and Numarray packages for Python

Operating system support

The operating systems the software can run on natively (without emulation).

WindowsMac OS XLinuxBSDUnixDOSAndroid
ALGLIBYesNoYesNoNoNoNo
GNU Scientific LibraryYesYesYesYesYesNoNo
ILNumerics.NetYesYesYesYesYesNoNo
JHepWorkYesYesYesYesYesNoYes
IMSL Numerical LibrariesYesYesYesNoYesNoNo
NAG Numerical LibraryYesYesYesNoYesYesNo
NMathYesNoNoNoNoNoNo
ocamlmath[48] ? ? ?Yes ? ? ?
SciPy (Python packages)YesYesYesYesYesYesNo

See also

References

  1. ^ Ch Scientific Numerical Computing
  2. ^ https://github.com/JuliaLang/julia/contributors
  3. ^ Mathematica Home Edition Released Macworld, Feb 2009
  4. ^ Once was supported
  5. ^ Maplesoft. "Object-Oriented Programming, Polymorphism, and More in Maple 9.5". http://www.maplesoft.com/applications/view.aspx?SID=4669. Retrieved 18 May 2011.
  6. ^ "MAPLE: MATLAB® Connectivity". http://www.maplesoft.com/products/maple/features/feature_detail.aspx?fid=6721. Retrieved 18 May 2011.
  7. ^ maplesoft. "OpenMaple API for VisualBasic and Java". http://www.maplesoft.com/applications/view.aspx?SID=4666. Retrieved 18 May 2011.
  8. ^ Wolfram Research. "C Code Generation User Guide". http://reference.wolfram.com/mathematica/CCodeGenerator/tutorial/Overview.html. Retrieved 19 May 2011.
  9. ^ library.wolfram.com
  10. ^ Wolfram Research. "Mathematica Link for Excel 3.2". http://www.wolfram.com/products/applications/excel_link/. Retrieved 18 May 2011.
  11. ^ "Mathematica Link for LabVIEW 2.1". http://www.wolfram.com/products/applications/labview/. Retrieved 18 May 2011.
  12. ^ Haskell packages
  13. ^ Unisoftware plus
  14. ^ MrMathematica website
  15. ^ Mathematica for ActivX
  16. ^ Pythonika MathLink module for Python
  17. ^ PYML (Python Mathematica interface)
  18. ^ [1]
  19. ^ a b "Mathematica Symbolic Toolbox for MATLAB--Version 2.0". http://www.mathworks.com/matlabcentral/fileexchange/6044-mathematica-symbolic-toolbox-for-matlab-version-2-0. Retrieved 18 May 2011.
  20. ^ Mathworks. "MATLAB Compiler". http://www.mathworks.com/products/compiler/. Retrieved 18 May 2011.
  21. ^ Mathworks. "Symbolic Math Toolbox". http://www.mathworks.com/products/symbolic/. Retrieved 18 May 2011.
  22. ^ Mathworks. "Object-Oriented Programming in MATLAB". http://www.mathworks.com/discovery/object-oriented-programming.html. Retrieved 18 May 2011.
  23. ^ "MATLAB File Exchange". http://www.mathworks.com/matlabcentral/fileexchange. Retrieved 18 May 2011.
  24. ^ Mathworks. "MEX-files Guide". http://www.mathworks.com/support/tech-notes/1600/1605.html. Retrieved 18 May 2011.
  25. ^ Mathworks. "MATLAB Builder NE for Microsoft .NET Framework". http://www.mathworks.com/products/netbuilder/. Retrieved 18 May 2011.
  26. ^ Mathworks. "MATLAB Builder JA for Java language". http://www.mathworks.com/products/javabuilder/. Retrieved 18 May 2011.
  27. ^ "MATLAB Builder EX for Microsoft Excel". http://www.mathworks.com/products/matlabxl/. Retrieved 18 May 2011.
  28. ^ "GNU Octave: Object Oriented Programming". http://www.gnu.org/software/octave/doc/interpreter/Object-Oriented-Programming.html. Retrieved 18 May 2011.
  29. ^ Varandas, Joaquim. "GUI Octave". http://sites.google.com/site/guioctave/home. Retrieved 18 May 2011.
  30. ^ "Octave-Forge". http://octave.sourceforge.net/index.html. Retrieved 18 May 2011.
  31. ^ "Octave Wiki: OctaveFortran". http://wiki.octave.org/wiki.pl?OctaveFortran. Retrieved 18 May 2011.
  32. ^ a b "Octave Wiki: OctavePerl". http://wiki.octave.org/wiki.pl?OctavePerl. Retrieved 18 May 2011.
  33. ^ "Octave Wiki: OctaveTcl". http://wiki.octave.org/wiki.pl?OctaveTcl. Retrieved 18 May 2011.
  34. ^ [OctaveJava "Octave Wiki: OctaveJava"]. OctaveJava. Retrieved 18 May 2011.
  35. ^ "Octave Wiki: CategoryExternal". http://wiki.octave.org/wiki.pl?CategoryExternal. Retrieved 18 May 2011.
  36. ^ "Perlmonks". http://www.perlmonks.org/?node_id=215299. Retrieved 24 Jan 2013.
  37. ^ ""O'Reilly tutorial"". http://perl-begin.org/topics/object-oriented/. Retrieved 24 Jan 2013.
  38. ^ ""PerlTK tutorial"". http://www.perl.com/pub/1999/10/perltk/. Retrieved 24 Jan 2013.
  39. ^ ">"CPAN"". http://www.cpan.org/. Retrieved 24 Jan 2013.
  40. ^ ">"Calling Perl from C"". http://www.perlmonks.org/?node_id=830663. Retrieved 24 Jan 2013.
  41. ^ R Development Core Team (2011-04-13). "Object-oriented programming". R Language Definition. ISBN ISBN 3-900051-13-5. Retrieved 2011-05-18. 
  42. ^ "CRAN: Contributed Packages". http://cran.r-project.org/web/packages/. Retrieved 18 May 2011.
  43. ^ Hornik, Kurt (2011). The R FAQ. ISBN ISBN 3-900051-08-9. 
  44. ^ Bengtsson, Henrik; Jason Riedy. "CRAN: R.matlab package". http://cran.r-project.org/web/packages/R.matlab/index.html. Retrieved 18 May 2011.
  45. ^ Grothendieck, G.; Carlos J. Gil Bellosta. "rJython R package". http://rjython.r-forge.r-project.org/. Retrieved 18 May 2011.
  46. ^ Neuwirth, Erich. "CRAN: RExcelInstaller package". http://cran.r-project.org/web/packages/RExcelInstaller/index.html. Retrieved 18 May 2011.
  47. ^ "A simple and efficient access to R from Python". http://rpy.sourceforge.net/index.html. Retrieved 18 May 2011.
  48. ^ a b ocamlmath web page
  49. ^ Instituts de recherche sur l'enseignement des mathématiques
  50. ^ IREM des Pays de la Loire web site

External links

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Tags: Comparison of numerical analysis software, Computer Science, 464, Comparison of numerical analysis software The following tables provide a comparison of numerical analysis software, Contents Applications 1.1 General 1.2 Operating system support 1.3 Language features 2 Libraries 2.1 General 2.2 Operating system support 3 See also 4 References 5 External links Applications General Creator Development started First public release Latest stable version Cost ( US, Comparison of numerical analysis software, English, Instruction Examples, Tutorials, Reference, Books, Guide pasar, pts-ptn.net
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