Comparison of numerical-analysis software
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The following tables provide a comparison of numerical analysis software.
Applications
General
| Creator | Development started | First public release | Latest stable version | Cost (USD) | License | Notes | ||
|---|---|---|---|---|---|---|---|---|
| ADMB | D. Fournier, ADMB Project | 9.1 / 2009 | Free | New BSD License | Automatic differentiation makes it well suited to complex minimization problems | |||
| DADiSP | DSP Development | 1984 | 1986 | 6.5 / 2010 | $1995 (commercial) / $129 (academic) / Free (student) | Proprietary | Numeric computations for science and engineering featuring a spreadsheet like interface. | |
| Euler Math Toolbox | R. Grothmann | 1987 | 1988 | 9.4 / 2010 | Free | GPL | Also a computer algebra system through interface with Maxima | |
| FreeMat | Samit Basu | 4.0 / October 09, 2009 | Free | GPL | codeless interface to external C, C++, and Fortran code | |||
| GAUSS | Aptech Systems | 1984 | 9.0 / May 2008 | Not free | Proprietary | mainly used in econometrics | ||
| IGOR Pro | WaveMetrics | 1986 | 1988 | 6.03A / 2008 | $550 (commercial) / $395 (academic) / $85 (student) | Proprietary | interactive graphics, programmable, 2D/3D, used for science and engineering, large data sets. | |
| jBEAM | AMS | 1998 | 1999 | 6.4 / 2010 | $500 (basic) / $3950 (professional) / $10 (student) | Proprietary | mathematics, interactive graphics 2D/3D, scriptable, used for science and engineering, very large data sets, desktop or client/server, open Java framework | |
| LabVIEW | National Instruments | 1985 | 2010 / August 2010 | $1249 (commercial) / $79.95 (student) | Proprietary | Graphical and textual (.m file script) programming approaches | ||
| Maple | Maplesoft | 1980 | 1982 | 14 / 2010 | $1895 (commercial) / $99 (student) | Proprietary | Mainly a computer algebra system | |
| Mathcad | Parametric Technology Corporation | 1985 | 1986 | 14.0 / February 12, 2007 | $1195 (commercial) / $99 (student) | Proprietary | Mainly a computer algebra system | |
| Mathematica | Wolfram Research | 1986 | 1988 | 8.0 / November 2010 | $2495 (commercial) / $145 (student) / $295 (personal)[1] | Proprietary | mainly computer algebra system | |
| MATLAB | MathWorks | the late 1970s | R2010b / September 3, 2010 | $2450 (commercial) / $99 (student) | Proprietary | Numerical computation, mainly used by engineers. | ||
| GNU Octave | John W. Eaton | 1988 | 1993 | 3.2.4 / 2010 | Free | GPL | mostly compatible with MATLAB | |
| Origin | OriginLab | 1991 | 8.0 SR4 / 2008 | $500 (academic) / $700 (Pro ver., academic) / $50 (Pro ver. student) | Proprietary | interactive graphics, programmable, 2D/3D, used for science and engineering, large data sets. | ||
| Perl Data Language | Karl Glazebrook | late 1990s | c. 1997 | 2.4.7 / 2010 | Free | Artistic License | Used for astrophysics, solar physics, oceanography, biophysics, and simulation. 2D plotting via PGPLOT, PLPlot bindings; 3D via GL. | |
| R | R Foundation | 1997 | 1997 | 2.10.0 / October 26, 2009 | Free | GPL | Primarily for statistics, but there are many interfaces to open-source numerical software | |
| SAGE | William Stein | 2005 | 4.5 / July 2010 | Free | GPL | Programmable, includes computer algebra, 2D+3D plotting. Interfaces to lots of open-source software. Web based interface HTTP or HTTPS | ||
| S-Lang | John E. Davis | 1992 | 2.2.0 / 2009 | Free | GPL, Artistic License (1.x only) | Available as a standalone (slsh) and embedded interpreter (jed, slrn, ...) | ||
| Scilab | Scilab Consortium / Digiteo Was:INRIA | 1994 | 5.2.2 / 21 April, 2010 | Free | CeCILL license | Open source. Language similar to MATLAB. | ||
| Sysquake | Calerga | 1998 | 4.1 / 2008 | $250 / $2500 (Pro, commercial) / $1000 (Pro, academic) / free (LE) | Proprietary | interactive graphics | ||
| VisSim | Visual Solutions | 1989 | 7.0a / 2008 | $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. |
Operating system support
The operating systems the software can run on natively (without emulation).
| Windows | Mac OS X | Linux | BSD | Unix | DOS | |
|---|---|---|---|---|---|---|
| ADMB | Yes | Yes | Yes | No | No | No |
| DADiSP | Yes | No | No | No | Yes | No |
| Euler Math Toolbox | Yes | No | Yes | No | No | No |
| FreeMat | Yes | Yes | Yes | Yes | Yes | No |
| GAUSS | Yes | Yes | Yes | No | Yes | No |
| IGOR Pro | Yes | Yes | No | No | No | No |
| jBEAM | Yes | Yes | Yes | No | No | No |
| LabVIEW | Yes | Yes | Yes | No | Yes | No |
| Maple | Yes | Yes | Yes | No | Yes | No |
| Mathematica | Yes | Yes | Yes | No | Yes | No |
| MATLAB | Yes | Yes | Yes | No | Yes | No |
| GNU Octave | Yes | Yes | Yes | Yes | Yes | Yes (using HX-Extender) |
| Origin | Yes | No | No | No | No | No |
| Perl Data Language | Yes | Yes | Yes | Yes | Yes | Yes |
| R | Yes | Yes | Yes | Yes | Yes | ? |
| SAGE | No | Yes | Yes | No | Yes | No |
| S-Lang | Yes | Yes | Yes | Yes | Yes | Yes |
| Scilab | Yes | Yes | Yes | Yes | Yes | Yes |
| Sysquake | Yes | Yes | Yes | No | No | No |
| The Unscrambler | Yes | No | No | No | No | No |
| VisSim | Yes | Yes | Yes | No | Yes | No |
Libraries
General
| Creator | Language | First public release | Latest stable version | Cost (USD) | License | Notes | |
|---|---|---|---|---|---|---|---|
| ALGLIB | Sergey Bochkanov | C++, C#, FreePascal, VBA | 2006 | 2.6.0 / 06.2010 | Free | GPL | General purpose numerical analysis library. Uses automatic code generation to support several programming languages. |
| GNU Scientific Library | GNU Project | C | 1996 | 1.14 / 03.2010 | Free | GPL | General purpose numerical analysis library. Targets GNU/Linux, can be built on almost any *nix OS with Ansi C compiler. |
| ILNumerics.Net | H. Kutschbach | C# | 2007 | 1.3.14 / 08.2008 | Free | LGPL | 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. |
| NAG Numerical Libraries | The Numerical Algorithms Group Ltd | C, Fortran | 1970s | many components | Not free | Proprietary | General purpose numerical analysis library. |
| NMath | CenterSpace Software | C# | 2003 | 5.0 / February 2011 | $995 | Proprietary | Math and statistical libraries for the .NET Framework |
| SciPy | Enthought | Python | 1995 | 0.8.0 / 28.07.2010 | 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 |
Operating system support
The operating systems the software can run on natively (without emulation).
| Windows | Mac OS X | Linux | BSD | Unix | DOS | |
|---|---|---|---|---|---|---|
| ALGLIB | Yes | No | Yes | No | No | No |
| GNU Scientific Library | Yes | Yes | Yes | Yes | Yes | No |
| ILNumerics.Net | Yes | Yes | Yes | Yes | Yes | No |
| IMSL Numerical Libraries | Yes | No | Yes | No | Yes | No |
| NAG Numerical Libraries | Yes | Yes | Yes | No | Yes | No |
| NMath | Yes | No | No | No | No | No |
| SciPy (Python packages) | Yes | Yes | Yes | Yes | Yes | Yes |
See also
- List of numerical analysis software
- Comparison of statistical packages
- Comparison of computer algebra systems
References
- ^ Mathematica Home Edition Released Macworld, Feb 2009
External links
- Comparison of mathematical programs for data analysis Stefan Steinhaus, ScientificWeb.com