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Comparison of numerical-analysis software

The following tables provide a comparison of numerical analysis software.

Applications

General

Latest
Development First public Stable release
Creator stable Cost (USD) License Notes
started release date
version

BSD 3- Automatic differentiation


David Fournier, ADMB clause makes it well suited to
ADMB 1989 1990 13.1 December 23, 2022 Free
Project (aka new) complex minimization
License problems

Free
A numerical modeling
(Analytica
environment with a
Free 101),
declarative and visual
Analytica Lumina Decision Systems 1982 (Demos) 4.6 May 2015 $995 Proprietary
programming language
(Professional),
based on influence
$2795
diagrams.
(Enterprise)
$399
(commercial) / C/C++ based numerical
Ch SoftIntegration 1 October 2001 7.5.1 2 December 2015 $199 Proprietary computing and graphical
(academic) / plotting[1]
Free (student)

$1995
Numeric computations for
(commercial) /
science and engineering
DADiSP DSP Development 1984 1987 6.7 B02 17 January 2017 $129 Proprietary
featuring a spreadsheet like
(academic) /
interface.
Free (student)

Not free A modern dialect of APL,


(commercial) / enhanced with features for
Dyalog APL Dyalog Ltd. 1981 1983 18.0 10 June 2020 Proprietary
Free (non- functional and object-
commercial) oriented programming.
Also a computer algebra
Euler Math
René Grothmann 1987 1988 2022-02-10 10 February 2022 Free GPL system through interface
Toolbox
with Maxima

$115 (1.x
interactive graphics,
binaries) /
scriptable, specialized in
Fityk Marcin Wojdyr 2002 1.3.1 19 December 2016 Free (source GPL
curve fitting and peak
code and 0.x
fitting, 2D only
binaries)

Dynamic, interactive 2D/3D


Not free
diagrams, programmable,
2019 (commercial) /
FlexPro Weisang GmbH n/a 1991 2018 Proprietary VBA, high performances,
(12.0.x) Free
multicore compatible, large
(academic)
data sets.
Codeless interface to
external C, C++, and
FreeMat Samit Basu 2004 4.2 30 June 2013 Free GPL
Fortran code. Mostly
compatible with MATLAB.

GAUSS Aptech Systems 1984 21 8 December 2020 Not free Proprietary

Aimed as a drop-in
GNU Data
Marc Schellens 2004 1.0.2 15 January 2023 Free GPL replacement for IDL/PV-
Language
WAVE
IBM SPSS Norman H. Nie, Dale H.
1968 23.0 3 March 2015 Not free Proprietary Primarily for statistics
Statistics Bent, and C. Hadlai Hull

General simulation and


Frederic Y. Bois & Don
GNU MCSim 1991 1993 6.0.0 24 February 2018 Free GPL Monte Carlo sampling
Maszle
software

General numerical
computing package with
GNU Octave John W. Eaton 1988 1993 7.3.0 2 November 2022 Free GPL many extension modules.
Syntax mostly compatible
with MATLAB
$995
(commercial) interactive graphics,
$225 upgrade programmable, 2D/3D,
IGOR Pro WaveMetrics 1986 1988 8.00 May 22, 2018 / $499 Proprietary used for science and
(academic) engineering, large data
$175 upgrade sets.
/ $85 (student)

online access to: J


J Jsoftware 1989 1990 J806 12 November 2017 Free GPL
Application Library (JAL)

A fast,[2][3][4] high-level
numerical computing
Jeff Bezanson, Stefan language.
MIT
Julia Karpinski, Viral B. Shah, 2009 2012 1.7.2 6 February 2022 Free
License
and Alan Edelman [Note 1]
2D plotting, suitable for
creation of publication-
ready plots but also for
data visualization and
exploration, data import
from many formats(ASCII,
binary, HDF5, FITS, JSON
etc.), export to vector and
Stefan Gerlach, Alexander
LabPlot 2001 2003 2.10.0 21 March 2023 Free GPL raster images, data
Semke, KDE
analysis (nonlinear curve
fitting in 2D, FFT,
smoothing, integration and
differentiation, etc.),
digitizing of raster images,
live data plotting, support
for different CAS like
Maxima, Octave, R, etc.

$1249 Graphical, and textual


(commercial) / through formula nodes,
LabVIEW National Instruments 1985 1986 2016 August 2016 Proprietary mathscript and .m file
$79.95
(student) scripts[5]

2023
(9 March
2023) [±] (h
ttps://en.wi
kipedia.org/ $2390
w/index.ph (commercial) /
Mainly a computer algebra
Maple Maplesoft 1980 1982 p?title=Tem 14 March 2019 $239 Proprietary
system
plate:Latest (personal) /
_stable_sof $99 (student)
tware_relea
se/Maple&
action=edi
t)[6]

15.0 ; $1195
Parametric Technology
Mathcad 1985 1986 2 March 2015 (commercial) / Proprietary
Corporation Prime 4.0[7] $99 (student)
13.3
(June 28, Free
2023) [±] (h (Raspberry
ttps://en.wi Pi[9]), Free
kipedia.org/ Cloud Access
w/index.ph (https://www.o
p?title=Tem pen.wolframcl Also computer algebra
Mathematica Wolfram Research 1986 1988 plate:Latest 16 April 2019 Proprietary
oud.com/), system
_stable_sof $2495
tware_relea (commercial) /
se/Wolfram $145 (student)
_Mathemati / $295
ca&action= (personal)[10]
edit)[8]
$2150
Numerical computation and
(standard) /
simulation with extended
9.12 $500
MATLAB MathWorks late 1970s 1984 15 March 2022 Proprietary 2D/3D visualization.
(R2022a) (education) /
Emphasis on vectorised
$149 (home) /
processing.
$49 (student)

MIT Project MAC and Bill Mainly a computer algebra


Maxima 1967 1982 5.41.0 3 October 2017 Free GPL
Schelter et al. system

Numerical and Statistical


computation for Scientific
1972 (on DEC- Applications, e.g. Chemica
1970 (in $2250
10), 1988 (on Kinetics. ODE Solving and
MLAB Civilized Software, Inc. SAIL), 1985 2015 2015 (standard) / Proprietary
PCs), 1993 (on Curve-Fitting. Symbolic
(in C) $50 (student)
MACs) Differentiation, Survival
Analysis, Cluster Analysis
2D/3D Graphics.
Integrated data analysis
graphing software for
$1095
science and engineering.
(std.)/$1800
Flexible multi-layer
(Pro)
graphing framework. 2D,
$550 (std.,
3D and statistical graph
Origin OriginLab 1991 2019b 24 April 2019 academic) Proprietary
types. Built-in digitizing
$850 (Pro,
tool. Analysis with auto
academic)
recalculation and report
$69/yr. (Pro,
generation. Built-in
student)
scripting and programming
languages.

Used for astrophysics,


solar physics,
Perl Data Artistic oceanography, biophysics
Karl Glazebrook 1996 c. 1997 2019 5 May 2018 Free
Language License 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 FOSS statistics program,
later intended as an alternative
to IBM SPSS Statistics.

[Note 2]
Primarily for statistics, but
there are many interfaces
R R Foundation 1997 1997 4.0.3 10 October 2020 Free GPL
to open-source numerical
software

9.5
(30 January
2022) [±] (h
ttps://en.wi Programmable, includes
kipedia.org/ computer algebra, 2D+3D
w/index.ph plotting. Interfaces to many
SageMath William Stein 2005 p?title=Tem 30 January 2022 Free GPL open-source and
plate:Latest proprietary software. Web
_stable_sof based interface HTTP or
tware_relea HTTPS
se/SageMa
th&action=
edit)[11]
Anthony Barr and James
SAS 1966 1972 9.4 10 July 2014 Not free Proprietary Mainly for statistics
Goodnight

Free Functional programming


(Community language and tools.
Texas Multicore Edition),
SequenceL 1989 2012 2.4 10 February 2016 Proprietary
Technologies $2495 [Note 3]
(Professional
Edition)

GPL,
Available as a standalone
Artistic
S-Lang John E. Davis 1992 2.3.0 18 September 2014 Free (slsh) and embedded
License
interpreter (jed, slrn, ...)
(1.x only)
Programmable, direct
support of 2D+3D plotting.
Interfaces to many other
ESI Group software packages.
Interfacing to external
Scilab 1990 1994 6.1.0 25 February 2020 Free GPL modules written in C, Java
Was:Inria Python or other languages
Language syntax similar to
MATLAB. Used for
numerical computing in
engineering and physics.

Creative
SMath LLC Mathematical notebook
Commons
program, similar to
Smath Attribution-
2006 1.0.8348 11 September 2022 Free Mathcad, with support for
Studio (Andrey Ivashov) NoDerivs
Plugins (e.g. Maxima
(CC-BY-
plugin available)
ND)

free / $2500
(Pro,
Sysquake Calerga 1998 6.5 December 2019 commercial) / Proprietary interactive graphics
$1000 (Pro,
academic)
$599 Numerical computation and
Universal Technical
TK Solver late 1970s 1982 6.0.152 2020 commercial / Proprietary rule-based application
Systems, Inc.
$49 (student) development

Visual Language for


simulation and Model
$495-$2800 Based Design. Used in
(commercial) business, science and
free view-only engineering. Performs
VisSim Visual Solutions 1989 10.1 January 2011 version Proprietary complex scalar or matrix
$50-$250/free based ODE solving with
v3.0 parametric optimization.
(academic) Has 2D and 3D plotting, 3D
animation, and state
transition built in.
Programmable, callable
2D+3D plotting. Language
syntax similar to C.
Yorick n/a n/a n/a 9 January 2015 Free GPL
Interfacing to other
software packages via C
calls.

Operating system support

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[Note 4] 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 No Yes Yes


IGOR Pro Yes Yes No No No No No No

Julia Yes Yes Yes Yes No No No Yes

LabPlot Yes Yes Yes Yes Yes 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

Smath Studio Yes ? Yes ? ? No Yes 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

Language features

Colors indicate features available as

basic system capabilities


official or officially supported extensions and libraries
third-party software components or not supported
Multi-
Standalone Centralized
Symbolic dimensional Can be called
executables OOP GUI creation extension Can call code in
computation arrays as from other
creation support support library other languages
support primitive languages
support website
data type

Excel, COM,
Analytica No No Yes Yes Yes Yes COM, Excel
.NET

COM, .NET,
Win32, .NET, WebServices, Shared
[12] [13] COM, .NET,
Dyalog APL Yes Yes Yes WPF, Yes Yes Libraries, DLLs,
HTML/JS NAG, R, WebServices[14]
JavaScript[14]

GUI Widgets
since v.0.9
GNU Data Language No No Yes Yes No C, Python Python
but still
incomplete
XMCSim
GNU MCSim Yes No No with TCL/TK No No C R
and wish

C, C++, Fortran,[17] Java,[20] Perl,[18]


Yes with Wrappers to
GNU Octave
mkoctfile SymPy Yes[15] Yes Yes Yes[16] Perl,[18] Python, C, C++,[21]
Tcl[19] Python

J No Yes Yes Yes Yes Yes JavaScript JavaScript

Wrappers to
SymPy,
SymEngine (htt C, Fortran
Julia Yes ps://github.co Yes Yes Yes Yes Python, C++, Java, C, C++, Python, R
m/symengine/s MATLAB, R
ymengine) and
others

C/C++,[27] DLLs,
Professional
System Yes[23] Python,[28] Perl,
version Tcl,[29] MATLAB,
LabVIEW No GOOP[24] Yes Yes Yes[26] Yes[31]
ActiveX, C#/.NET
With add- [25]
G# With add-ons.
on[22]
I.e.[30]

MATLAB,[34]
Maple No Yes [32] Yes Yes [33] C, C#, Fortran Excel,[35] Visual
Yes Yes
Basic, Java, and
C[36]

Java, .NET, C++,


Python
Excel,[39]
Java, .NET, C++, LabVIEW[40]
Fortran, CUDA,
Haskell,[41]
Mathematica Yes[37] Yes Yes Yes Yes Yes[38] OpenCL, R, Python,
SQL, SPARQL, AppleScript,[42]
NodeJS, Julia Racket,[43]
Visual Basic,[44]
Clojure[45]
MATLAB[46]

Through MEX[51]
files: C, C++,
Fortran. Also
with with extension compiled Java and .NET,[52] Java,[53]
MATLAB Yes[49] Yes Yes Yes[50]
extension[47] library[48] ActiveX Excel[54]
components.
Mathematica[46]

Maxima No Yes No No Yes No Common Lisp Common Lisp

MLAB No Yes No Yes Yes No No No

C via perlXS; C,
PDL Yes[55] No Yes[56] Yes[57] Yes Yes[58] Python, F77, etc. via Perl, C[59]
Inline

tkinter
wxPython, C, C++, Fortran,
Py2exe, C, C++, Fortran,
Yes QT, Kivy, many others (http
Py2App, many others (https://
SymPy & Inherently many others s://wiki.python.or
Python PyInstaller, Numpy PyPI wiki.python.org/moin/
others Object (https://wiki. g/moin/Integrating
cxFreeze, IntegratingPythonWit
Oriented python.org/ PythonWithOtherL
etc. hOtherLanguages)
moin/GuiPro anguages)
gramming)

Yes and C, C++, Fortran[62] Excel[65]


extended via [60] Via the tcltk [61] [63]
R No
Ryacas Yes library
Yes Yes MATLAB Python[66]
package Python[64] SAS[67]

Many Yes (any language


SageMath No Yes Yes No Yes Yes[68] that can call
languages[69][70][71] Python)
DS2 and C, Java
SAS No No Yes No No No
SCL R (requires IML)

with
TK Solver with extension No Yes Yes Yes .NET Excel Unknown
extension

Libraries

General

First
Latest stable Cost
Creator Language public License Notes
version (USD)
release

C++, C#,
Sergey 3.19.0 / June Dual General purpose numerical analysis library.
ALGLIB Python, 2006 GPL/commercial
Bochkanov 2022 licensed Cross-platform (Windows, *nix).
FreePascal
C++ template library for linear algebra;
includes various decompositions and
Armadillo NICTA C++ 2009 3.900 / 2013 Free MPL
factorisations; syntax (API) is similar to
MATLAB.

General purpose numerical analysis library.


2.7 / 1 June
GNU Scientific Library GNU Project C 1996 Free GPL Targets Linux, can be built on almost any
2021
*nix OS with Ansi C compiler.

C#, 1.3.14 /
ILNumerics H. Kutschbach 2007 Non-free Proprietary aims .Net/mono, 2D/3D plottings (beta)
PowerShell August 2008
C, Java, C#,
Rogue Wave many
IMSL Numerical Libraries Fortran, 1970 Not free Proprietary General purpose numerical analysis library.
Software components
Python

General purpose numerical analysis and


4.7.0 /
C. Rüegg, M. C#, F#, C, statistics library for the .NET Framework
Math.NET Numerics 2009 November Free MIT/X11
Cuda, et al. PowerShell and Mono, with optional support for native
2018
providers.

The Numerical
many
NAG Numerical Library Algorithms C, Fortran 1971 Not free Proprietary General purpose numerical analysis library.
components
Group
CenterSpace 6.2 / March Math and statistical libraries for the .NET
NMath C# 2003 $995 Proprietary
Software 2016 Framework

Adds numerical programming capabilities to


the Python programming language. Related
scipy.org 1.5.3 / 17
SciPy Python 2001 Free BSD to NumPy, and therefore connected to the
community October 2020
previous Numeric and Numarray packages
for Python

Operating-system support

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 Yes

See also
Comparison of computer algebra systems
Comparison of deep-learning software
Comparison of statistical packages
List of numerical-analysis software

Footnotes
1. Julia allows direct calls of C functions (no wrappers needed). Designed for cloud parallel computing with LLVM JIT as a backend. Lightweight
"green" threading (coroutines). Efficient support for Unicode. Shell-like capabilities for managing other processes. Lisp-like macros and other
metaprogramming facilities.
2. Capabilities of PSPP include 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.
3. SequenceL delivers high performance on multicore hardware with ease of programming, and code clarity/readability. Designed to work with
other languages, including C, C++, C#, Java, Fortran, Python, etc. Can be compiled to multithreaded C++ (and optionally OpenCL) code with
no explicit indications from the programmer of how or what to parallelize. A platform-specific runtime manages the threads safely.
4. Once was supported

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