Comparison of numerical-analysis software

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The following tables provide a comparison of numerical analysis software.

General

Creator Development started First public release Latest stable version Cost (USD) License Notes
ADMB D. Fournier, ADMB Project 9.0 / 2008 Free New BSD License Automatic differentiation makes it well suited to complex minimization problems
DotNumerics JA De Santiago-Castillo 2007 2009 1.1 / 11.2009 Free aims .Net/mono. This library includes CSLapack, CSBlas and CSEispack (LAPACK, BLAS and EISPACK numerical subroutines translated from Fortran to C#).
Euler Math Toolbox R. Grothmann 5.0 / 2008 Free GPL Also a computer algebra system through interface with Maxima
FreeMat Samit Basu 4.0 / October 09, 2009 Free GPL codeless interface to external C, C++, and Fortran code
GAUSS Aptech Systems 1984 9.0 / May 2008 Non-free Proprietary mainly used in econometrics
IGOR Pro WaveMetrics 1986 1988 6.03A / 2008 Non-free$550 (commercial) / $395 (academic) / $85 (student) Proprietary interactive graphics, programmable, 2D/3D, used for science and engineering, large data sets.
ILNumerics.Net H. Kutschbach 2005 2007 1.3.14 / 08.2008 Free LGPL aims .Net/mono, 2D/3D plottings (beta)
LabVIEW National Instruments 1985 2009 / August 2009 Non-free$1249 (commercial) / $79.95 (student) Proprietary Graphical and textual (.m file script) programming approaches
Maple Maplesoft 1980 1982 12 / 2008 Non-free$1895 (commercial) / $99 (student) Proprietary Mainly a computer algebra system
Mathematica Wolfram Research 1986 1988 7.0.1 / March 2009 Non-free$2495-$3120 (commercial) / $145 (student) / $295 (personal)[1] Proprietary mainly computer algebra system
MATLAB The MathWorks the late 1970s R2009b / 4th September 2009 Non-free$2450 (commercial) / $99 (student) Proprietary Numerical computation, mainly used by engineers.
Mathnium Mathnium Associates 2004 2008 1.03/ 2008 Free [Freeware] Scripting interface to Java. Language similar to MATLAB.
GNU Octave John W. Eaton 1988 1993 3.2.2 / 2009 Free GPL mostly compatible with MATLAB
Origin OriginLab 1991 8.0 SR4 / 2008 Non-free$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 2.4.4 / 2008 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 2.10.0 / October 26, 2009 Free GPL Primarily for statistics, but there are many interfaces to open-source numerical software
SAGE William Stein 2005 4.3 / December 2009 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 INRIA 1994 5.1 / 2009 Free CeCILL license Open source. Language similar to MATLAB.
Scinet Math OBACS 2006 3.0 / 2009 Non-free$499 Proprietary High performance numerical software library for the Microsoft .NET platform.
SciPy Enthought late 1990s 0.7.0 / 2009 Free BSD based on Python
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
DotNumerics Yes Yes Yes Yes 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
ILNumerics.Net Yes Yes Yes Yes Yes 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
Mathnium Yes 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 ?
S-Lang Yes Yes Yes Yes Yes Yes
Scilab Yes Yes Yes Yes Yes No
SciPy (Python packages) Yes Yes Yes Yes Yes Yes
Sysquake Yes Yes Yes No No ?
The Unscrambler Yes No No No No No
VisSim Yes Yes Yes No Yes No

See also

References