Free numerical mathematics software for windows

This source code will enable you to plot the solutions to scientific and engineering problems. The Visual C++ programming environment was chosen for realization of numerical computation techniques.
Visual C++ includes many advanced features that make it especially suitable for scientific and engineering computations. Visual C++ is also widely used; there is a wealth of information available on how to program with it.
Many of the features of Visual C++ enable you to write computer programs that can perform useful numerical computations.
It includes an extensive set of mathematical functions. You may define classes of data together with methods to perform abstract operations such as vector and matrix arithmetic.
A new project can be set up in the Visual C++ 6.0 environment using the following steps:
- Select New from File menu.
- In the New dialog box select "Win32 Application" and enter a project name.
- Then press the "Ok" button.
- In the Win32 Application dialog box select "A simple Win32 Application" then press the "Finish" button.
- Press "Ok" in the New Project Information dialog box.
- Open the *.cpp file for entry of the program. (We do not edit StdAfx.h or StdAfx.cpp; VC++ requires these files.)
Enter, or copy, the following code into the empty application source file created using the process above. Here, the plotter class files are stored in a common directory so that they can be re-used for several plotting programs.
You must add the plotter source file plotter.cpp to the Visual C++ project in order for the program to compile and link successfully.

dnAnalytics currently provides two open source libraries, our Numerical Library and our Native Library Interface. The dnAnalytics Numerical Library is a free numerical library for the .NET Framework. The library is written in C# and is available as a fully managed library, but also provides an interface to native BLAS and LAPACK libraries.
The native interface is compatible with ATLAS/ CLAPACK, Intels MKL, and AMDs ACML. The library is compatible with Mono and has been tested on Windows, and various Linux distributions. The current release includes matrix, vector and complex number classes, and support for basic linear algebra routines (such as LU, Cholesky, QR, Levinson, and SVD). We will be adding optimization, calculus, random number, statistical, option pricing, genetic programming, and neural network components in the future.
Our Native Library Interace (NLI) provides a managed interface to native numerical libraries. Currently, it wraps all of the BLAS routines and the most commonly used LAPACK routines from ATLAS, CLAPACK, Intels Math Kernal Library, AMDs ACML. More LAPACK routines and additionaly libraries will be wrapped in the future.
Both libraries are and will always be licensed under a BSD license.
We also offer utilities built upon our numerical library. Our NVAR utility estimates near Vector Auto-Regression (NVAR) models and generates impulse response functions with confidence bands.