A even better(in the sense of efficiency) one is the Intel Math Kernel Library (google it for more comparisons), which, unfortunately, is not free.

]]>BTW, it’s good to have additional information. Thanks Alex! used IMSL some years back when GNU projects were not popular like nowadays and I couldn’t understand why people do not go beyond Numerical Recipes when both are commercial (probably, it’s because of price? but I think it’s cheaper than IDL).

Anyway, I’m happy that so far I don’t have to learn **java** nor **ajax** nor **Ruby**. Oh and perhaps it’ll be interesting to find matching GPL softwares to commonly used ones. So far, Octave, SciLab-Matlab, GSL – IMSL, R – Splus, GDL – IDL are the ones I can think of.

p.s. One of my [ArXiv] posts has a paper about ISIS (click here).

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Simulate annealing

Monte Carlo integration

Multidimensional optimization

(and yes, I am enough of a nerd to have favorite numerical libraries)

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