te library for linear algebra: matrices, vectors, numerical solvers, and related algorithms.  |  MPL2  |  cmake, conan   
[ ETL ](https://github.com/wichtounet/etl) |  |  |   
[ IT++ ](http://sourceforge.net/projects/itpp/) |  |  |   
[ Matrix ](https://github.com/mlcpp/Matrix) |  Easy-to-use Scientific Computing library in/for C++ available for Linux and Windows.  |  MIT  |  cmake   
[ NumCpp ](https://github.com/dpilger26/NumCpp) |  A C++ template library implementing the Python's NumPy  |  MIT  |  header-only; cmake, vcpkg, conan   
[ PETSc ](https://www.mcs.anl.gov/petsc/) |  A suite of data structures and routines for the parallel solution of scientific applications modeled by partial differential equations. It supports MPI, and GPUs through CUDA or OpenCL, as well as hybrid MPI-GPU.  |  |   
[ Spectra ](https://spectralib.org/) |  **Sp** arse **E** igenvalue **C** omputation **T** oolkit as a **R** edesigned **A** RPACK is an open-source C++ library for large scale eigenvalue problems, built on top of [ Eigen ](https://eigen.tuxfamily.org) linear algebra library (also open-source and header-only). ( [ Src ](https://github.com/yixuan/spectra/) )  |  [ MPL-2.0 ](https://github.com/yixuan/spectra/blob/master/LICENSE) |  header-only; cmake, vcpkg   
[ Tense ](https://github.com/Mathific/Tense) |  A fast C++17 expression template matrix and tensor library  |  BSD-3-Clause  |  header-only; cmake   
[ xtensor ](https://xtensor.readthedocs.io/en/latest/) |  A C++ library meant for numerical analysis with multi-dimensional array expressions.  |  BSD  |   
  
Machine Learning

Library  |  Description  |  License  |  Configuration   
---|---|---|---  
[ Dlib ](http://dlib.net/ml.html) |  A machine learning tools  |  |   
[ FANN ](https://leenissen.dk/fann/wp/) |  A **F** ast **A** rtificial **N** eural **N** etwork library  |  |   
[ gaenari ](https://github.com/greenfish77/gaenari) |  A C++17 based incremental decision tree  |  Apache-2.0  |  cmake   
[ liblinear ](https://www.csie.ntu.edu.tw/~cjlin/liblinear/) |  |  |   
[ libtorch ](https://pytorch.org/) |  A C++ frontend to the popular PyTorch Python library (backend is written in C++)  |  BSD-style  |  cmake   
[ MLPACK ](http://mlpack.org) |  A machine learning package  |  |   
[ Shogun ](https://shogun-toolbox.org) |  A large scale machine learning toolbox  |  |   
[ stats++ ](https://statsxx.com/) |  |  |   
[ tensorflow ](https://github.com/tensorflow/tensorflow) |  An Open Source Machine Learning Framework for Everyone; provides stable [ C++ API ](https://www.tensorflow.org/api_docs/cc) and written mainly in C++  |  Apache-2.0  |  bazel   
  
Numeral Calculations

Library  |  Description  |  License  |  Configuration   
---|---|---|---  
[ LibBF ](https://bellard.org/libbf) |  An arbitrary precision numerical calculation library developed by Bellard with a sample program that calculates  π  to billions of bits  |  MIT  |   
  
Optimization

Library  |  Description  |  License  |  Configuration   
---|---|---|---  
[ ceres-solver ](https://github.com/ceres-solver/ceres-solver) |  An open-source C++ library for modeling and solving large, complicated optimization problems. It is a feature rich, mature and performant library which has been used in production at Google since 2010.  |  Apache  |  cmake, conan   
[ OptimLib ](https://github.com/kthohr/optim) |  A C++11 library of numerical optimization methods for nonlinear functions.  |  |   
  
Symbolic expression manipulations

Library  |  Description  |  License  |  Configuration   
---|---|---|---  
[ CasADi ](https://web.casadi.org/) |  A symbolic framework for nonlinear optimization and algorithmic differentiation. Supports C++ code generation for symbolic expressions and dynamic connection of compiled generated code.  |  LGPLv3.0  |  cmake   
[ ExprTk ](https://www.partow.net/programming/exprtk/index.html) |  The C++ Mathematical Expression Toolkit Library (ExprTk) is a simple to use, easy to integrate and extremely eff