Top 8 C++ Numerical Processing Libraries in 2024

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by sneha@openweaver.com dot icon Updated: Feb 15, 2024

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Here are some of the famous C++ Numerical Processing Libraries. The use cases of these libraries include Scientific Computing, Financial Modeling, Machine Learning, Data Analysis, and Image and Video Processing.  


C++ numerical processing libraries are collections of functions and classes that allow developers to perform numerical computations in C++. These libraries are used for various applications, including scientific computing, data analysis, engineering, and financial analysis.   


Let us look at some of these famous libraries. 

opencv

  • Offers support for both CPU and GPU acceleration for many of its algorithms. 
  • Allows developers to implement complex algorithms quickly. 
  • Is highly optimized for memory and speed usage.

opencvby opencv

C++ doticonstar image 69456 doticonVersion:4.7.0doticon
License: Permissive (Apache-2.0)

Open Source Computer Vision Library

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            opencvby opencv

            C++ doticon star image 69456 doticonVersion:4.7.0doticon License: Permissive (Apache-2.0)

            Open Source Computer Vision Library
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                      GSL

                      • Is highly portable and can be used on different platforms, including Windows, Linux, Unix, and Mac OS.
                      • Includes extensive documentation for developers.
                      • Is available under the GNU General Public License and is open source.

                      GSLby microsoft

                      C++ doticonstar image 5479 doticonVersion:v4.0.0doticon
                      License: Others (Non-SPDX)

                      Guidelines Support Library

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                                GSLby microsoft

                                C++ doticon star image 5479 doticonVersion:v4.0.0doticon License: Others (Non-SPDX)

                                Guidelines Support Library
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                                          QuantLib

                                          • Provides a comprehensive suite of numerical tools for pricing financial derivatives and other instruments. 
                                          • Provides a wide range of APIs, allowing developers to customize and extend the library for their needs. 
                                          • Provides extensive functionality for pricing complex derivatives and instruments, like Monte Carlo simulations, path-dependent options, and exotic options. 

                                          QuantLibby lballabio

                                          C++ doticonstar image 3976 doticonVersion:QuantLib-v1.30doticon
                                          License: Others (Non-SPDX)

                                          The QuantLib C++ library

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                                                    QuantLibby lballabio

                                                    C++ doticon star image 3976 doticonVersion:QuantLib-v1.30doticon License: Others (Non-SPDX)

                                                    The QuantLib C++ library
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                                                              xtensor

                                                              • Uses advanced template techniques to enable fast and efficient vectorization of operations. 
                                                              • Supports broadcasting and universal functions. 
                                                              • Provides a powerful expression system that allows users to write complex expressions with minimal code. 

                                                              xtensorby xtensor-stack

                                                              C++ doticonstar image 2968 doticonVersion:Currentdoticon
                                                              License: Permissive (BSD-3-Clause)

                                                              C++ tensors with broadcasting and lazy computing

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                                                                        xtensorby xtensor-stack

                                                                        C++ doticon star image 2968 doticonVersion:Currentdoticon License: Permissive (BSD-3-Clause)

                                                                        C++ tensors with broadcasting and lazy computing
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                                                                                  Pangolin

                                                                                  • Leverages multi-threading, SIMD vectorization, and other techniques to maximize performance. 
                                                                                  • Provides a simple and intuitive interface for working with numerical data. 
                                                                                  • Offers various customization options, allowing users to tailor the library to their specific needs. 

                                                                                  Pangolinby stevenlovegrove

                                                                                  C++ doticonstar image 1982 doticonVersion:v0.8doticon
                                                                                  License: Permissive (MIT)

                                                                                  Pangolin is a lightweight portable rapid development library for managing OpenGL display / interaction and abstracting video input.

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                                                                                            Pangolinby stevenlovegrove

                                                                                            C++ doticon star image 1982 doticonVersion:v0.8doticon License: Permissive (MIT)

                                                                                            Pangolin is a lightweight portable rapid development library for managing OpenGL display / interaction and abstracting video input.
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                                                                                                      enoki

                                                                                                      • Offers a wide range of highly optimized SIMD vector operations, allowing users to use their processor's capabilities.  
                                                                                                      • Supports GPU acceleration, allowing users to leverage the power of their GPUs for faster numerical processing. 
                                                                                                      • Offers an easy-to-use API for distributed computing. 

                                                                                                      enokiby mitsuba-renderer

                                                                                                      C++ doticonstar image 1172 doticonVersion:Currentdoticon
                                                                                                      License: Others (Non-SPDX)

                                                                                                      Enoki: structured vectorization and differentiation on modern processor architectures

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                                                                                                                enokiby mitsuba-renderer

                                                                                                                C++ doticon star image 1172 doticonVersion:Currentdoticon License: Others (Non-SPDX)

                                                                                                                Enoki: structured vectorization and differentiation on modern processor architectures
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                                                                                                                          Trilinos

                                                                                                                          • Offers an extensive suite of robust, reliable, and accurate numerical algorithms for solving challenging scientific and engineering problems.
                                                                                                                          • Is designed with a modular architecture, allowing users to add or remove components quickly and easily.
                                                                                                                          • Is designed for scalability, allowing for efficient performance on a wide range of computing resources, from single-processor computers to parallel supercomputers.

                                                                                                                          Trilinosby trilinos

                                                                                                                          C++ doticonstar image 888 doticonVersion:trilinos-release-14-0-0doticon
                                                                                                                          License: Others (Non-SPDX)

                                                                                                                          Primary repository for the Trilinos Project

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                                                                                                                                    Trilinosby trilinos

                                                                                                                                    C++ doticon star image 888 doticonVersion:trilinos-release-14-0-0doticon License: Others (Non-SPDX)

                                                                                                                                    Primary repository for the Trilinos Project
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                                                                                                                                              vexcl

                                                                                                                                              • Supports both OpenCL and CUDA-enabled GPUs. 
                                                                                                                                              • Has Vector Expressions (VEX) language, which allows one to express numerical operations concisely and readably.  
                                                                                                                                              • Offers a range of data-distribution options, allowing users to customize their application's data layout. 

                                                                                                                                              vexclby ddemidov

                                                                                                                                              C++ doticonstar image 632 doticonVersion:1.4.2doticon
                                                                                                                                              License: Permissive (MIT)

                                                                                                                                              VexCL is a C++ vector expression template library for OpenCL/CUDA/OpenMP

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                                                                                                                                                        vexclby ddemidov

                                                                                                                                                        C++ doticon star image 632 doticonVersion:1.4.2doticon License: Permissive (MIT)

                                                                                                                                                        VexCL is a C++ vector expression template library for OpenCL/CUDA/OpenMP
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