The following tables provide a comparison of numerical analysis software.
Creator | Development started | First public release | Latest stable version | Stable release date | Cost (USD) | License | Notes | |
---|---|---|---|---|---|---|---|---|
ADMB | David Fournier, ADMB Project | 1989 | 1990 | 12.0 | 21 December 2017 | Free | BSD 3-clause (aka new) License | Automatic differentiation makes it well suited to complex minimization problems |
Analytica | Lumina Decision Systems | 1982 (Demos) | 4.6 | May 2015 | Free (Analytica Free 101), $995 (Professional), $2795 (Enterprise) | Proprietary | A numerical modeling environment with a declarative and visual programming language based on influence diagrams. | |
Ch | SoftIntegration | 1 October 2001 | 7.5.1 | 2 December 2015 | $399 (commercial) / $199 (academic) / Free (student) | Proprietary | C/C++ based numerical computing and graphical plotting[1] | |
DADiSP | DSP Development | 1984 | 1987 | 6.7 B02 | 17 January 2017 | $1995 (commercial) / $129 (academic) / Free (student) | Proprietary | Numeric computations for science and engineering featuring a spreadsheet like interface. |
Dyalog APL | Dyalog Ltd. | 1981 | 1983 | 17.0 | 23 July 2018 | £850/year or 2% royalty (free for non-commercial use) | Proprietary | A modern dialect of APL, enhanced with features for functional and object-oriented programming. |
Euler Math Toolbox | René Grothmann | 1987 | 1988 | 2018-11-16 | 16 November 2018 | Free | GPL | Also a computer algebra system through interface with Maxima |
Fityk | Marcin Wojdyr | 2002 | 1.3.1 | 19 December 2016 | $115 (1.x binaries) / Free (source code and 0.x binaries) | GPL | interactive graphics, scriptable, specialized in curve fitting and peak fitting, 2D only | |
FlexPro | Weisang GmbH | n/a | 1991 | 2017 | 2017 | Not free (commercial) / Free (academic) | Proprietary | Dynamic, interactive 2D/3D diagrams, programmable, VBA, high performances, multicore compatible, large data sets. |
FreeMat | Samit Basu | 2004 | 4.2 | 30 June 2013 | Free | GPL | Codeless interface to external C, C++, and Fortran code. Mostly compatible with MATLAB. | |
GAUSS | Aptech Systems | 1984 | 17 | 22 December 2016 | Not free | Proprietary | ||
GNU Data Language | Marc Schellens | 2004 | 0.9.7 | 21 January 2017 | Free | GPL | Aimed as a drop-in replacement for IDL/PV-WAVE | |
IBM SPSS Statistics | Normal H. Nie, Dale H. Bent, and C. Hadlai Hull | 1968 | 23.0 | 3 March 2015 | Not free | Proprietary | Primarily for statistics | |
GNU MCSim | Frederic Y. Bois & Don Maszle | 1991 | 1993 | 6.0.0 | 24 February 2018 | Free | GPL | General simulation and Monte Carlo sampling software |
GNU Octave | John W. Eaton | 1988 | 1993 | 4.4.1 | 9 August 2018 | Free | GPL | General numerical computing package with lots of extension modules. Syntax mostly compatible with MATLAB |
IGOR Pro | WaveMetrics | 1986 | 1988 | 7.00 | 26 July 2016 | $995 (commercial) $225 upgrade / $499 (academic) $175 upgrade / $85 (student) | Proprietary | interactive graphics, programmable, 2D/3D, used for science and engineering, large data sets. |
J | Jsoftware | 1989 | 1990 | J806 | 12 November 2017 | Free | GPL | online access to: J Application Library (JAL) |
Julia | Jeff Bezanson, Stefan Karpinski, Viral B. Shah, and other[2] contributors | 2009 | 2012 | 1.1.0 | 21 January 2019 | Free | MIT License | A fast[3][4][5], high-level numerical computing language. |
LabVIEW | National Instruments | 1985 | 1986 | 2016 | August 2016 | $1249 (commercial) / $79.95 (student) | Proprietary | Graphical, and textual through formula nodes, mathscript and .m file scripts[6] |
Maple | Maplesoft | 1980 | 1982 | 2018 | 21 March 2018 | $2275 (commercial) / $99 (student) | Proprietary | Mainly a computer algebra system |
Mathcad | Parametric Technology Corporation | 1985 | 1986 | 15.0 ; Prime 4.0[7] | 2 March 2015 | $1195 (commercial) / $99 (student) | Proprietary | |
Mathematica | Wolfram Research | 1986 | 1988 | 11.3.0 (March 8, 2018[8] | )8 March 2018 | Free (Raspberry Pi[9]), Free Cloud Access, $2495 (commercial) / $145 (student) / $295 (personal)[10] | Proprietary | Also computer algebra system |
MATLAB | MathWorks | late 1970s | 1984 | 9.5 (R2018b) | 12 September 2018 | $2150 (standard) / $500 (education) / $149 (home) / $49 (student) | Proprietary | Numerical computation and simulation with extended 2D/3D visualization. Emphasis on vectorised processing. |
Maxima | MIT Project MAC and Bill Schelter et al. | 1967 | 1982 | 5.41.0 | 3 October 2017 | Free | GPL | Mainly a computer algebra system |
MLAB | Civilized Software, Inc. | 1970 (in SAIL), 1985 (in C) | 1972 (on DEC-10), 1988 (on PCs), 1993 (on MACs) | 2015 | 2015 | $2250 (standard) / $50 (student) | Proprietary | Numerical and Statistical computation for Scientific Applications, e.g. Chemical Kinetics. ODE Solving and Curve-Fitting. Symbolic Differentiation, Survival Analysis, Cluster Analysis, 2D/3D Graphics. |
Origin | OriginLab | 1991 | 2016 | 22 May 2017 | $1095 (std.)/$1800 (Pro) $550 (std., academic) $850 (Pro, academic) $69/yr. (Pro, student) |
Proprietary | Integrated data analysis graphing software for science and engineering. Flexible multi-layer graphing framework. 2D, 3D and statistical graph types. Built-in digitizing tool. Analysis with auto recalculation and report generation. Built-in scripting and programming languages. | |
Perl Data Language | Karl Glazebrook | 1996 | c. 1997 | 2019 | 5 May 2018 | Free | Artistic License | Used for astrophysics, solar physics, oceanography, biophysics, and simulation. 2D plotting via PGPLOT, PLPlot bindings; 3D via GL. |
PSPP | Ben Pfaff | 1990s | 1990s | 1.2.0 | 6 November 2018 | Free | GPL v.3 or later | FOSS statistics program, intended as an alternative to IBM SPSS Statistics. |
R | R Foundation | 1997 | 1997 | 3.5.2 | 20 December 2018 | Free | GPL | Primarily for statistics, but there are many interfaces to open-source numerical software |
SageMath | William Stein | 2005 | 8.6 (15 January 2019[11] | )15 January 2019 | Free | GPL | Programmable, includes computer algebra, 2D+3D plotting. Interfaces to many open-source and proprietary software. Web based interface HTTP or HTTPS | |
SAS | Anthony Barr and James Goodnight | 1966 | 1972 | 9.4 | 10 July 2014 | Not free | Proprietary | Mainly for statistics |
SequenceL | Texas Multicore Technologies | 1989 | 2012 | 2.4 | 10 February 2016 | Free (Community Edition), $2495 (Professional Edition) | Proprietary | Functional programming language and tools. |
S-Lang | John E. Davis | 1992 | 2.3.0 | 18 September 2014 | Free | GPL, Artistic License (1.x only) | Available as a standalone (slsh) and embedded interpreter (jed, slrn, ...) | |
Scilab | Scilab Enterprises Was:Inria | 1990 | 1994 | 6.0.1 | 15 February 2018 | Free | CeCILL license | Programmable, direct support of 2D+3D plotting. Interfaces to many other software packages. Interfacing to external modules written in C, Java, Python or other languages. Language syntax similar to MATLAB. Used for numerical computing in engineering and physics. |
Sysquake | Calerga | 1998 | 5.0 | 2013 | free / $2500 (Pro, commercial) / $1000 (Pro, academic) | Proprietary | interactive graphics | |
TK Solver | Universal Technical Systems, Inc. | late 1970s | 1982 | 5.0.141 | 2011 | $399 commercial / $49 (student) | Proprietary | Numerical computation and rule-based application development |
VisSim | Visual Solutions | 1989 | 10.1 | January 2011 | $495-$2800 (commercial) free view-only version $50-$250/free v3.0 (academic) |
Proprietary | Visual 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. | |
Yorick | n/a | n/a | n/a | 9 | January 2015 | Free | GPL | Programmable, callable 2D+3D plotting. Language syntax similar to C. Interfacing to other software packages via C calls. |
The operating systems the software can run on natively (without emulation).
Windows | macOS | Linux | BSD | Unix | DOS | Android | SaaS | |
---|---|---|---|---|---|---|---|---|
ADMB | Yes | Yes | Yes | No | No | No | No | No |
Analytica | Yes | No | No | No | No | No | No | No |
Ch | Yes | Yes | Yes | Yes | Yes | No | No | No |
Dyalog APL | Yes | Yes | Yes | No | Yes | No[12] | No | No |
DADiSP | Yes | No | No | No | Yes | No | No | No |
Euler Math Toolbox | Yes | No | Yes | No | No | No | No | No |
FlexPro | Yes | No | No | No | No | No | No | No |
FreeMat | Yes | Yes | Yes | Yes | Yes | No | No | No |
GAUSS | Yes | Yes | Yes | No | Yes | No | No | No |
GNU Data Language | Yes | Yes | Yes | Yes | Yes | No | No | No |
GNU MCSim | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes |
GNU Octave | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes |
IGOR Pro | Yes | Yes | No | No | No | No | No | No |
Julia | Yes | Yes | Yes | Yes | No | No | No | No |
LabVIEW | Yes | Yes | Yes | No | Yes | No | No | No |
Maple | Yes | Yes | Yes | No | Yes | No | No | No |
Mathematica | Yes | Yes | Yes | Yes | Yes | No | No | Yes |
MATLAB | Yes | Yes | Yes | Yes | Yes | No | No | No |
MLAB | Yes | Yes | Yes | No | No | Yes | No | No |
Origin | Yes | No | No | No | No | No | No | No |
Perl Data Language | Yes | Yes | Yes | Yes | Yes | Yes | No | No |
R | Yes | Yes | Yes | Yes | Yes | No | No | No |
SageMath | Yes | Yes | Yes | No | Yes | No | No | Yes |
SAS | Yes | No | Yes | No | Yes | No | No | No |
SequenceL | Yes | Yes | Yes | No | No | No | No | No |
S-Lang | Yes | Yes | Yes | Yes | Yes | Yes | No | No |
Scilab | Yes | Yes | Yes | Yes | Yes | Yes | No | No |
Sysquake | Yes | Yes | Yes | No | No | No | No | No |
TK Solver | Yes | No | No | No | No | No | No | No |
The Unscrambler | Yes | No | No | No | No | No | No | No |
VisSim | Yes | Yes | Yes | No | Yes | No | No | No |
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 support | Symbolic computation support | OOP support | GUI creation support | Multi-dimensional arrays as primitive data type | Centralized extension library website | Can call code in other languages | Can be called from other languages | |||
---|---|---|---|---|---|---|---|---|---|---|
Analytica | No | No | Yes | Yes | Yes | Yes | COM, Excel | Excel, COM, .NET | ||
Dyalog APL | Yes[13] | Yes | Yes[14] | Win32, .NET, WPF, HTML/JS | Yes | Yes | COM, .NET, WebServices, Shared Libraries, DLLs, NAG, R, JavaScript[15] | COM, .NET, WebServices[15] | ||
GNU Data Language | No | No | Yes | GUI Widgets since v.0.9 but still incomplete | Yes | No | C, Python | Python | ||
GNU MCSim | Yes | No | No | XMCSim with TCL/TK and wish | No | No | C | R | ||
GNU Octave | Yes with mkoctfile | only with GiNaC extension | Yes[16] | GUI Octave code could be used[17], although this "is no longer available"[18] | Yes | Yes[19] | C++, Fortran,[20]Perl,[21]Tcl[22] | Java,[23]Perl,[21]C++[24] | ||
J | No | Yes | Yes | Yes | Yes | Yes | JavaScript | JavaScript | ||
Julia | No | No | Yes | Yes | Yes | Yes | C/C++ | |||
LabVIEW |
|
No | Yes | Yes | Yes[29] | Yes[34] | ||||
Maple | No | Yes | Yes[35] | Yes | Yes | Yes[36] | C, C#, Fortran | MATLAB,[37]Excel,[38]VisualBasic, Java, and C[39] | ||
Mathematica | Yes[40] | Yes | Yes | Yes | Yes | Yes[41] | Java, .NET, C++, Fortran, CUDA, OpenCL, R, Python | |||
MATLAB | with extension[52] | with extension library[53] | Yes[54] | Yes | Yes | Yes[55] | .NET,[57]Java,[58]Excel[59] | |||
MLAB | No | Yes | No | Yes | Yes | No | No | No | ||
PDL | Yes[60] | No | Yes[61] | Yes[62] | Yes | Yes[63] | C via perlXS; C, Python, F77, etc. via Inline | Perl, C[64] | ||
R | No | Yes and extended via Ryacas package | Yes[65] | Via the tcltk library | Yes | Yes[66] | ||||
SageMath | No | Yes | Yes | No | Yes | Yes[73] | Many languages[74][75][76] | Yes (any language that can call Python) | ||
SAS | No | No | DS2 and SCL | Yes | No | No | No | |||
TK Solver | with extension | No | Yes | with extension | Yes | Yes | .NET Excel | Unknown |
Creator | Language | First public release | Latest stable version | Cost (USD) | License | Notes | |
---|---|---|---|---|---|---|---|
ALGLIB | Sergey Bochkanov | C++, C#, FreePascal | 2006 | 3.12.0 / August 2017 | Dual licensed | GPL/commercial | General purpose numerical analysis library. Cross-platform (Windows, *nix). |
Armadillo | NICTA | C++ | 2009 | 3.900 / 2013 | Free | MPL | C++ template library for linear algebra; includes various decompositions and factorisations; syntax (API) is similar to MATLAB. |
GNU Scientific Library | GNU Project | C | 1996 | 2.5 / 14 June 2018 | Free | GPL | General purpose numerical analysis library. Targets GNU/Linux, can be built on almost any *nix OS with Ansi C compiler. |
ILNumerics | H. Kutschbach | C#, PowerShell | 2007 | 1.3.14 / August 2008 | Non-free | Proprietary | aims .Net/mono, 2D/3D plottings (beta) |
IMSL Numerical Libraries | Rogue Wave Software | C, Java, C#, Fortran, Python | 1970 | many components | Not free | Proprietary | General purpose numerical analysis library. |
Math.NET Numerics | C. Rüegg, M. Cuda, et al. | C#, F#, C, PowerShell | 2009 | 4.7.0 / November 2018 | Free | MIT/X11 | General purpose numerical analysis and statistics library for the .NET Framework and Mono, with optional support for native providers. |
NAG Numerical Library | The Numerical Algorithms Group | C, Fortran | 1971 | many components | Not free | Proprietary | General purpose numerical analysis library. |
NMath | CenterSpace Software | C# | 2003 | 6.2 / March 2016 | $995 | Proprietary | Math and statistical libraries for the .NET Framework |
SciPy | scipy.org community | Python | 2001 | 1.0.0 / 25 October 2017 | Free | BSD | Adds numerical programming capabilities to the Python programming language. Related to NumPy, and therefore connected to the previous Numeric and Numarray packages for Python |
The operating systems the software can run on natively (without emulation).
Windows | macOS | Linux | BSD | Unix | DOS | Android | |
---|---|---|---|---|---|---|---|
ALGLIB | Yes | Yes | Yes | Yes | Yes | No | Yes |
GNU Scientific Library | Yes | Yes | Yes | Yes | Yes | No | Yes |
ILNumerics | Yes | Yes | Yes | Yes | Yes | No | No |
IMSL Numerical Libraries | Yes | Yes | Yes | No | Yes | No | No |
Math.NET Numerics | Yes | Yes | Yes | Yes | Yes | No | No |
NAG Numerical Library | Yes | Yes | Yes | No | Yes | Yes | No |
NMath | Yes | No | No | No | No | No | No |
SciPy (Python packages) | Yes | Yes | Yes | Yes | Yes | Yes | No |