Comparison of numerical analysis software

Comparison of numerical analysis software
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The following tables provide a comparison of numerical analysis software.

Contents

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
Fityk M. Wojdyr 2002 1.0.1 / 2011 $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 4.0 / October 09, 2009 Free GPL Codeless interface to external C, C++, and Fortran code. Mostly compatible with MATLAB.
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
JHepWork S.Chekanov (jwork.org) 2005 2005 3.1 / 2011 Free Free for non-commercial use mathematics, data analysis, data mining, interactive 2D/3D graphics, Java scriptable, used for science and engineering, Cross-platform (written in Java)
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 $2275 (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 8.0.4 / October 2011 $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 Data Language Marc Schellens 2004 0.9.1 / 2011 Free GPL aimed as a drop-in replacement for IDL/PV-WAVE
GNU Octave John W. Eaton 1988 1993 3.4.0 / 2011 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 2.12.2 / February 25, 2011 Free GPL Primarily for statistics, but there are many interfaces to open-source numerical software
SAGE William Stein 2005 4.7 / May 2011 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 1990 1994 5.3.2 / 12 May, 2011 Free CeCILL license Open source. Language similar to MATLAB.
SimplexNumerica Dipl.-Phys.-Ing. Ralf Wirtz 1986 9.0 / 2011 Free Proprietary interactive graphics, 2D/3D render engine, used for science and engineering, Excel im-/export.
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 Data Language No Yes Yes Yes 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
SimplexNumerica Yes No No No No No
Sysquake Yes Yes Yes No No No
The Unscrambler Yes No No No No No
VisSim Yes Yes Yes No Yes 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
Maple ? Yes Yes[2] ? ? ? C, C#, Fortran MATLAB[3], VisualBasic, Java and C [4]
Mathematica Yes[5] Yes Yes Yes Yes Yes[6] Java, .NET, C++, FORTRAN, CUDA, OpenCL
Java, .NET, C++
Excel[7], LabVIEW[8]
Haskell,[9] AppleScript,[10] Racket,[11] Visual Basic,[12] Python[13][14]Clojure[15] MATLAB [16]
MATLAB with extension[17] with extension library [18] Yes [19] Yes Yes Yes[20]
Through MEX[21] files: C, C++, FORTRAN. Also compiled Java and ActiveX components.
Mathematica [22]
.NET[23], Java[24], Excel[25]
GNU Data Language No No Yes No (work in progress but still incomplete) Yes No C, Python Python
GNU Octave Yes with mkoctfile only with GiNaC extension Yes [26] GUI Octave code can be used [27] Yes Yes [28] C++, FORTRAN[29], Perl[30], Tcl[31] Java[32], Perl[30], C++[33]
R No No Yes[34] No Yes Yes [35]
C, C++, FORTRAN [36]
MATLAB[37]
Python[38]
Excel[39]
Python[40]

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.
JHepWork jwork.org (S.Chekanov) 100% Java 2005 2011 Free Free for non-commercial use General numerical calcualtions, statistics and interactive 2D/3D graphics for data and function presentation
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 0.9.0 / 2011-02-27 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
JHepWork 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

References

  1. ^ Mathematica Home Edition Released Macworld, Feb 2009
  2. ^ Maplesoft. "Object-Oriented Programming, Polymorphism, and More in Maple 9.5". http://www.maplesoft.com/applications/view.aspx?SID=4669. Retrieved 18 May 2011. 
  3. ^ "MAPLE: MATLAB® Connectivity". http://www.maplesoft.com/products/maple/features/feature_detail.aspx?fid=6721. Retrieved 18 May 2011. 
  4. ^ maplesoft. "OpenMaple API for VisualBasic and Java". http://www.maplesoft.com/applications/view.aspx?SID=4666. Retrieved 18 May 2011. 
  5. ^ Wolfram Research. "C Code Generation User Guide". http://reference.wolfram.com/mathematica/CCodeGenerator/tutorial/Overview.html. Retrieved 19 May 2011. 
  6. ^ library.wolfram.com
  7. ^ Wolfram Research. "Mathematica Link for Excel 3.2". http://www.wolfram.com/products/applications/excel_link/. Retrieved 18 May 2011. 
  8. ^ "Mathematica Link for LabVIEW 2.1". http://www.wolfram.com/products/applications/labview/. Retrieved 18 May 2011. 
  9. ^ Haskell packages
  10. ^ Unisoftware plus
  11. ^ MrMathematica website
  12. ^ Mathematica for ActivX
  13. ^ Pythonika MathLink module for Python
  14. ^ PYML (Python Mathematica interface)
  15. ^ [1]
  16. ^ "Mathematica Symbolic Toolbox for MATLAB--Version 2.0". http://www.mathworks.com/matlabcentral/fileexchange/6044-mathematica-symbolic-toolbox-for-matlab-version-2-0. Retrieved 18 May 2011. 
  17. ^ Mathworks. "MATLAB Compiler" (in English). http://www.mathworks.com/products/compiler/. Retrieved 18 May 2011. 
  18. ^ Mathworks. "Symbolic Math Toolbox" (in English). http://www.mathworks.com/products/symbolic/. Retrieved 18 May 2011. 
  19. ^ Mathworks. "Object-Oriented Programming in MATLAB". http://www.mathworks.com/products/matlab/object_oriented_programming.html. Retrieved 18 May 2011. 
  20. ^ "MATLAB File Exchange". http://www.mathworks.com/matlabcentral/fileexchange. Retrieved 18 May 2011. 
  21. ^ Mathworks. "MEX-files Guide". http://www.mathworks.com/support/tech-notes/1600/1605.html. Retrieved 18 May 2011. 
  22. ^ "Mathematica Symbolic Toolbox for MATLAB--Version 2.0". http://www.mathworks.com/matlabcentral/fileexchange/6044-mathematica-symbolic-toolbox-for-matlab-version-2-0. Retrieved 18 May 2011. 
  23. ^ Mathworks. "MATLAB Builder NE for Microsoft .NET Framework". http://www.mathworks.com/products/netbuilder/. Retrieved 18 May 2011. 
  24. ^ Mathworks. "MATLAB Builder JA for Java language". http://www.mathworks.com/products/javabuilder/. Retrieved 18 May 2011. 
  25. ^ "MATLAB Builder EX for Microsoft Excel". http://www.mathworks.com/products/matlabxl/. Retrieved 18 May 2011. 
  26. ^ "GNU Octave: Object Oriented Programming". http://www.gnu.org/software/octave/doc/interpreter/Object-Oriented-Programming.html. Retrieved 18 May 2011. 
  27. ^ Varandas, Joaquim. "GUI Octave". http://sites.google.com/site/guioctave/home. Retrieved 18 May 2011. 
  28. ^ "Octave-Forge". http://octave.sourceforge.net/index.html. Retrieved 18 May 2011. 
  29. ^ "Octave Wiki: OctaveFortran". http://wiki.octave.org/wiki.pl?OctaveFortran. Retrieved 18 May 2011. 
  30. ^ a b "Octave Wiki: OctavePerl". http://wiki.octave.org/wiki.pl?OctavePerl. Retrieved 18 May 2011. 
  31. ^ "Octave Wiki: OctaveTcl". http://wiki.octave.org/wiki.pl?OctaveTcl. Retrieved 18 May 2011. 
  32. ^ [OctaveJava "Octave Wiki: OctaveJava"]. OctaveJava. Retrieved 18 May 2011. 
  33. ^ "Octave Wiki: CategoryExternal". http://wiki.octave.org/wiki.pl?CategoryExternal. Retrieved 18 May 2011. 
  34. ^ R Development Core Team (2011-04-13). "Object-oriented programming". R Language Definition. ISBN ISBN 3-900051-13-5. http://cran.r-project.org/doc/manuals/R-lang.html#Object_002doriented-programming. Retrieved 2011-05-18. 
  35. ^ "CRAN: Contributed Packages". http://cran.r-project.org/web/packages/. Retrieved 18 May 2011. 
  36. ^ Hornik, Kurt (2011). The R FAQ. ISBN ISBN 3-900051-08-9. http://cran.r-project.org/doc/FAQ/R-FAQ.html#R-Basics. 
  37. ^ Bengtsson, Henrik; Jason Riedy. "CRAN: R.matlab package". http://cran.r-project.org/web/packages/R.matlab/index.html. Retrieved 18 May 2011. 
  38. ^ Grothendieck, G.; Carlos J. Gil Bellosta. "rJython R package". http://rjython.r-forge.r-project.org/. Retrieved 18 May 2011. 
  39. ^ Neuwirth, Erich. "CRAN: RExcelInstaller package". http://cran.r-project.org/web/packages/RExcelInstaller/index.html. Retrieved 18 May 2011. 
  40. ^ "A simple and efficient access to R from Python". http://rpy.sourceforge.net/index.html. Retrieved 18 May 2011. 

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