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 Stable release date Cost (USD) License Notes
ADMB D. Fournier, ADMB Project 1989 1990 11.5 11 December 2015 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 B01 29 October 2015 $1995 (commercial) / $129 (academic) / Free (student) Proprietary Numeric computations for science and engineering featuring a spreadsheet like interface.
Dyalog APL Dyalog Ltd. 1981 1983 14.1 15 June 2015 £850/year or 2% royalty (non-commercial £50, edu / unreg Free) Proprietary A modern dialect of APL, enhanced with features for functional and object-oriented programming.
Euler Math Toolbox René Grothmann 1987 1988 2016-11-30 30 November 2016 Free GPL Also a computer algebra system through interface with Maxima
Fityk M. Wojdyr 2002 1.3.0 25 May 2015 $115 (1.x binaries) / Free (source code and 0.x binaries) GPL interactive graphics, scriptable, specialized in curve fitting and peak fitting, 2D only
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 15.1 March 2015 Not free Proprietary
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 J804 January 2016 Free GPL online access to: J Application Library (JAL)
Julia Jeff Bezanson, Stefan Karpinski, Viral B. Shah, and other[2] contributors 2009 2012 0.4.5 / 0.3.12 18 March 2016 Free MIT License Open 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.
LabVIEW National Instruments 1986 2015 August 2015 $1249 (commercial) / $79.95 (student) Proprietary Graphical and textual (.m file script) programming approaches
Maple Maplesoft 1980 1982 2015 4 March 2015 $2275 (commercial) / $99 (student) Proprietary Mainly a computer algebra system
Mathcad Parametric Technology Corporation 1985 1986 15.0 ; Prime 3.1 2 March 2015 $1195 (commercial) / $99 (student) Proprietary Mainly a computer algebra system
Mathematica Wolfram Research 1986 1988 11.0.1 (September 28, 2016 (2016-09-28)) [±][3] 2 March 2016 Free (Raspberry Pi[4]), $2495 (commercial) / $145 (student) / $295 (personal)[5] Proprietary also computer algebra system
MATLAB MathWorks the late 1970s 1984 R2015b 3 September 2015 $2650 (standard) / $625 (education) Proprietary Numerical computation and simulation with extended 2D/3D visualization.
mathlayer Quant Advisory 2013 2015 1.1.3.2 6 July 2016 Free CC BY 4.0 Numerical programming language highly compatible with Matlab that can be integrated into Microsoft technologies such as Excel.
Maxima MIT Project MAC and Bill Schelter et al. 1967 1982 5.37.3 9 November 2015 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.
GNU Data Language Marc Schellens 2004 0.9.5 12 October 2014 Free GPL Aimed as a drop-in replacement for IDL/PV-WAVE
GNU Octave John W. Eaton 1988 1993 4.2.0 (November 13, 2016 (2016-11-13)) [±][6] 2 July 2016 Free GPL General numerical computing package with lots of extension modules. Syntax mostly compatible with MATLAB
Origin OriginLab 1991 2016 23 October 2015 $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 late 1990s c. 1997 2.012 14 June 2015 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 0.8.5 20 June 2015 Free GPL v.3 or later FOSS alternative to IBM SPSS. Analysis of sampled data, frequencies, cross-tabs comparison of means (t-tests and one-way ANOVA); linear regression, logistic regression, reliability (Cronbach's Alpha, not failure or Weibull), and re-ordering data, non-parametric tests, factor analysis, cluster analysis, principal components analysis, chi-square analysis and more
R R Foundation 1997 1997 3.2.3 10 December 2015 Free GPL Primarily for statistics, but there are many interfaces to open-source numerical software
SageMath William Stein 2005 7.1 (20 March 2016 (2016-03-20)) [±][7] 20 March 2016 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
SequenceL Texas Multicore Technologies 1989 2012 2.4 10 February 2016 $2495 Proprietary Functional programming language and tools for algorithmic computing. Delivers high performance on multicore hardware with ease of programming, and code clarity/readability. Designed to work with other programming languages, including C, C++, C#, Java, Fortran, Python, etc. Programs written in SequenceL can be compiled to multithreaded C++ (and optionally OpenCL) code that runs in parallel with no explicit indications from the programmer of how or what to parallelize. A platform-specific runtime manages the threads safely, automatically providing parallel performance according to the cores available.
DataMelt S.Chekanov (jwork.org) 2005 2005 1.4 12 March 2016 Free Free for non-commercial use mathematics, symbolic calculations, algebra, data analysis, data mining, interactive 2D/3D graphics, Java scriptable, used for science and engineering, Cross-platform (written in Java)
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 5.5.2 1 April 2015 Free CeCILL license Open source, community supported. 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.
SPSS Normal H. Nie, Dale H. Bent, and C. Hadlai Hull 1968 23.0 3 March 2015 Not free Proprietary
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 Open 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).

Windows OS X Linux BSD Unix DOS Android
ADMB Yes Yes Yes No No No No
Analytica Yes No No No No No No
Ch Yes Yes Yes Yes Yes No No
Dyalog APL Yes No Yes No Yes No No
DADiSP Yes No No No Yes No No
Euler Math Toolbox Yes No Yes No No No No
FreeMat Yes Yes Yes Yes Yes No No
GAUSS Yes Yes Yes No Yes No No
IGOR Pro Yes Yes No No No No No
Julia Yes Yes Yes Yes No No No
LabVIEW Yes Yes Yes No Yes No No
Maple Yes Yes Yes No Yes No No
Mathematica Yes Yes Yes Yes Yes No No
MATLAB Yes Yes Yes Yes Yes No Yes
MLAB Yes Yes Yes No No Yes No
GNU Data Language No Yes Yes Yes Yes No No
GNU Octave Yes Yes Yes Yes Yes Yes Yes
Origin Yes No No No No No No
Perl Data Language Yes Yes Yes Yes Yes Yes No
R Yes Yes Yes Yes Yes No No
SageMath No[8] Yes Yes No Yes No No
SAS Yes No Yes No Yes No No
SequenceL Yes Yes Yes No No No No
DataMelt Yes Yes Yes Yes Yes No Yes
S-Lang Yes Yes Yes Yes Yes Yes No
Scilab Yes Yes Yes Yes Yes Yes No
Sysquake Yes Yes Yes No No No No
TK Solver Yes No No No No No No
The Unscrambler Yes No No No No No No
VisSim Yes Yes Yes No Yes No No

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 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[9] Yes Yes[10] Win32, .NET, WPF, HTML/JS Yes Yes COM, .NET, WebServices, Shared Libraries, DLLs, NAG, R, JavaScript[11] COM, .NET, WebServices[11]
J No Yes Yes Yes Yes Yes JavaScript JavaScript
Julia No No Yes Yes Yes Yes
C, Fortran
Python, C++, Java, MATLAB
 C/C++
Maple No Yes Yes[12] Yes Yes Yes[13] C, C#, Fortran MATLAB,[14] Excel,[15] VisualBasic, Java, and C[16]
Mathematica Yes[17] Yes Yes Yes Yes Yes[18] Java, .NET, C++, Fortran, CUDA, OpenCL, R
Java, .NET, C++
Excel,[19] LabVIEW[20]
Haskell,[21] AppleScript,[22] Racket,[23] Visual Basic,[24] Python[25][26]Clojure[27] MATLAB[28]
MATLAB with extension[29] with extension library[30] Yes[31] Yes Yes Yes[32]
Through MEX[33] files: C, C++, Fortran. Also compiled Java and ActiveX components.
Mathematica[28]
 .NET,[34] Java,[35] Excel[36]
MLAB No Yes No Yes Yes No No No
GNU Data Language No No Yes GUI Widgets since v.0.9 but still incomplete Yes No C, Python Python
GNU Octave Yes with mkoctfile only with GiNaC extension Yes[37] GUI Octave code can be used[38] Yes Yes[39] C++, Fortran,[40] Perl,[41] Tcl[42] Java,[43] Perl,[41] C++[44]
PDL Yes[45] No Yes[46] Yes[47] Yes Yes[48] C via perlXS; C, Python, F77, etc. via Inline Perl, C[49]
R No Yes and extended via Ryacas package Yes[50] Via the tcltk library Yes Yes[51]
C, C++, Fortran[52]
MATLAB[53]
Python[54]
Excel[55]
Python[56]
SAS[57]
SageMath No Yes Yes No Yes Yes[58] Many languages[59][60][61] Yes (any language that can call Python)
SAS No No DS2 and SCL Yes No No
C, Java
R (requires IML)
 No
DataMelt Yes Yes Yes Yes Yes Yes Java Yes (any language that can call Java)
TK Solver with extension No Yes with extension Yes Yes .NET Excel Unknown

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 / June 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 / March 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#, PowerShell 2007 1.3.14 / August 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.
Math.NET Numerics C. Rüegg, M. Cuda, et al. C#, F#, C, PowerShell 2009 3.0 / June 2014 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 5.0 / February 2011 $995 Proprietary Math and statistical libraries for the .NET Framework
DataMelt jwork.org (S.Chekanov) Java, Android 2005 12 March 2016 Free Free for non-commercial use General numerical calculations, statistics and interactive 2D/3D graphics for data and function presentation
SciPy scipy.org community Python 2001 0.15.0 / 11 January 2015 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
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.

Operating system support

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

Windows OS X Linux BSD Unix DOS Android
ALGLIB Yes No Yes No No No No
GNU Scientific Library Yes Yes Yes Yes Yes No No
ILNumerics.Net 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
DataMelt Yes Yes Yes Yes Yes No Yes
SciPy (Python packages) Yes Yes Yes Yes Yes Yes No

See also

References

  1. ↑ Ch Scientific Numerical Computing
  2. ↑ Contributors to JuliaLang/julia - GitHub
  3. ↑ "Mathematica Quick Revision History". Retrieved 2016-08-08.
  4. ↑ Raspberry Pi now includes Mathematica and Wolfram Language for free
  5. ↑ Mathematica Home Edition Released Macworld, February 2009
  6. ↑ Eaton, John (2016-11-13). "Version 4.2.0 released.". Mercurial hgweb. Retrieved 2016-11-15.
  7. ↑ "SageMath". sagemath.org. Retrieved 2016-03-24.
  8. ↑ Once was supported
  9. ↑ "Dyalog APL Users Guide" (PDF).
  10. ↑ "An Introduction to Object Oriented Programming for APL programmers".
  11. 1 2 "Dyalog APL Interface Guide" (PDF).
  12. ↑ Maplesoft. "Object-Oriented Programming, Polymorphism, and More in Maple 9.5". Retrieved 18 May 2011.
  13. ↑ "Maple Application Center".
  14. ↑ "MAPLE: MATLAB® Connectivity". Retrieved 18 May 2011.
  15. ↑ "Maple and Excel".
  16. ↑ Maplesoft. "OpenMaple API for VisualBasic and Java". Retrieved 18 May 2011.
  17. ↑ Wolfram Research. "C Code Generation User Guide". Retrieved 19 May 2011.
  18. ↑ library.wolfram.com
  19. ↑ Wolfram Research. "Mathematica Link for Excel 3.2". Retrieved 18 May 2011.
  20. ↑ "Mathematica Link for LabVIEW 2.1". Retrieved 18 May 2011.
  21. ↑ Haskell packages
  22. ↑ Unisoftware plus
  23. ↑ MrMathematica website
  24. ↑ Mathematica for ActivX
  25. ↑ Pythonika MathLink module for Python
  26. ↑ PYML (Python Mathematica interface)
  27. ↑ "Clojuratica". clojuratica.weebly.com. 2013. Retrieved 14 June 2013.
  28. 1 2 "Mathematica Symbolic Toolbox for MATLAB--Version 2.0". Retrieved 18 May 2011.
  29. ↑ Mathworks. "MATLAB Compiler". Retrieved 18 May 2011.
  30. ↑ Mathworks. "Symbolic Math Toolbox". Retrieved 18 May 2011.
  31. ↑ Mathworks. "Object-Oriented Programming in MATLAB". Retrieved 18 May 2011.
  32. ↑ "MATLAB File Exchange". Retrieved 18 May 2011.
  33. ↑ Mathworks. "MEX-files Guide". Retrieved 18 May 2011.
  34. ↑ Mathworks. "MATLAB Builder NE for Microsoft .NET Framework". Retrieved 18 May 2011.
  35. ↑ Mathworks. "MATLAB Builder JA for Java language". Retrieved 18 May 2011.
  36. ↑ "MATLAB Builder EX for Microsoft Excel". Retrieved 18 May 2011.
  37. ↑ "GNU Octave: Object Oriented Programming". Retrieved 18 May 2011.
  38. ↑ Varandas, Joaquim. "GUI Octave". Retrieved 18 May 2011.
  39. ↑ "Octave-Forge". Retrieved 18 May 2011.
  40. ↑ "Octave Wiki: OctaveFortran". Retrieved 18 May 2011.
  41. 1 2 "Octave Wiki: OctavePerl". Retrieved 18 May 2011.
  42. ↑ "Octave Wiki: OctaveTcl". Retrieved 18 May 2011.
  43. ↑ "Octave Wiki: OctaveJava". Retrieved 18 May 2011.
  44. ↑ "Octave Wiki: CategoryExternal". Retrieved 18 May 2011.
  45. ↑ "Perlmonks". Retrieved 24 January 2013.
  46. ↑ "O'Reilly tutorial". Retrieved 24 January 2013.
  47. ↑ "PerlTK tutorial". Retrieved 24 January 2013.
  48. ↑ "CPAN". Retrieved 24 January 2013.
  49. ↑ "Calling Perl from C". Retrieved 24 January 2013.
  50. ↑ R Development Core Team (13 April 2011). "Object-oriented programming". R Language Definition. ISBN 3-900051-13-5. Retrieved 18 May 2011.
  51. ↑ "CRAN: Contributed Packages". Retrieved 18 May 2011.
  52. ↑ Hornik, Kurt (2011). The R FAQ. ISBN 3-900051-08-9.
  53. ↑ Bengtsson, Henrik; Jason Riedy. "CRAN: R.matlab package". Retrieved 18 May 2011.
  54. ↑ Grothendieck, G.; Carlos J. Gil Bellosta. "rJython R package". Retrieved 18 May 2011.
  55. ↑ Neuwirth, Erich. "CRAN: RExcelInstaller package". Retrieved 18 May 2011.
  56. ↑ "A simple and efficient access to R from Python". Retrieved 18 May 2011.
  57. ↑ "R Interface Now Available in SAS/IML Studio". Retrieved 10 October 2016.
  58. ↑ "Additional Packages". Retrieved 5 June 2013.
  59. ↑ "Interpreter Interfaces". Retrieved 6 June 2013.
  60. ↑ "C/C++ Library Interfaces". Retrieved 6 June 2013.
  61. ↑ "Using Compiled Code Interactively". Retrieved 6 June 2013.

External links

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