Comparison of numerical-analysis software

Last updated

The following tables provide a comparison of numerical analysis software.

Contents

Applications

General

CreatorDevelopment startedFirst public releaseLatest stable versionStable release dateCost (USD)LicenseNotes
ADMB David Fournier, ADMB Project1989199013.1December 23, 2022Free BSD 3-clause (aka new) Automatic differentiation makes it well suited to complex minimization problems
Analytica Lumina Decision Systems1982 (Demos)4.6May 2015Free (Analytica Free 101), $995 (professional), $2795 (enterprise) Proprietary A numerical modeling environment with a declarative and visual programming language based on influence diagrams.
Ch SoftIntegration1 October 20017.5.12 December 2015$399 (commercial), $199 (academic), Free (student) Proprietary C/C++ based numerical computing and graphical plotting [1]
DADiSP DSP Development198419876.7 B0217 January 2017$1995 (commercial), $129 (academic), Free (student) Proprietary Numeric computations for science and engineering featuring a spreadsheet like interface.
Dyalog APL Dyalog Ltd.1981198318.010 June 2020Not free (commercial), Free (non-commercial) Proprietary A modern dialect of APL, enhanced with features for functional and object-oriented programming.
Euler Math Toolbox René Grothmann198719882022-02-1010 February 2022Free GPL Also a computer algebra system through interface with Maxima
Fityk Marcin Wojdyr20021.3.119 December 2016$115 (1.x binaries), Free (source code and 0.x binaries) GPL interactive graphics, scriptable, specialized in curve fitting and peak fitting, 2D only
FlexPro Weisang GmbHn/a19912019 (12.0.x)2018Not free (commercial), Free (academic) Proprietary Dynamic, interactive 2D/3D diagrams, programmable, VBA, high performances, multicore compatible, large data sets.
FreeMat Samit Basu20044.230 June 2013Free GPL Codeless interface to external C, C++, and Fortran code. Mostly compatible with MATLAB.
GAUSS Aptech Systems1984218 December 2020Not free Proprietary
GNU Data Language Marc Schellens20041.0.215 January 2023Free GPL Aimed as a drop-in replacement for IDL/PV-WAVE
IBM SPSS Statistics Norman H. Nie, Dale H. Bent, and C. Hadlai Hull196823.03 March 2015Not free Proprietary Primarily for statistics
GNU MCSim Frederic Y. Bois & Don Maszle199119936.0.024 February 2018Free GPL General simulation and Monte Carlo sampling software
GNU Octave John W. Eaton198819937.3.02 November 2022Free GPL General numerical computing package with many extension modules. Syntax mostly compatible with MATLAB
IGOR Pro WaveMetrics198619888.00May 22, 2018$995 (commercial) $225 upgrade, $499 (academic) $175 upgrade, $85 (student) Proprietary interactive graphics, programmable, 2D/3D, used for science and engineering, large data sets.
J Jsoftware19891990J9.5.120 December 2023Free GPL online access to: J Application Library (JAL)
Julia Jeff Bezanson, Stefan Karpinski, Viral B. Shah, Alan Edelman 200920121.9.410 November 2023Free MIT License A fast, [2] [3] [4] high-level numerical computing language.

[Note 1]

LabPlot Stefan Gerlach, Alexander Semke, KDE200120032.10.021 March 2023Free GPL 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 raster images, data 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.
LabVIEW National Instruments 198519862016August 2016$1249 (commercial), $79.95 (student) Proprietary Graphical, and textual through formula nodes, mathscript and .m file scripts [5]
Maple Maplesoft 198019822023 (9 March 2023;13 months ago (2023-03-09)) [±] [6] 14 March 2019$2390 (commercial), $239 (personal), $99 (student) Proprietary Mainly a computer algebra system
Mathcad Parametric Technology Corporation 1985198615.0; Prime 4.0 [7] 2 March 2015$1195 (commercial), $99 (student) Proprietary
Mathematica Wolfram Research 1986198814.0.0 (January 9, 2024;3 months ago (2024-01-09)) [±] [8] 13 December 2023Free (Raspberry Pi [9] ), Free Cloud Access, $3320 (commercial), $399 (personal), $75/year (student) [10] Proprietary Also computer algebra system
MATLAB MathWorks late 1970s19849.12 (R2022a)15 March 2022$2150 (standard), $500 (education), $149 (home), $49 (student) Proprietary Numerical computation and simulation with extended 2D/3D visualization. Emphasis on vectorised processing.
Maxima MIT Project MAC and Bill Schelter et al.196719825.47.031 May 2023Free GPL Mainly a computer algebra system
MLAB Civilized Software, Inc.1970 (in SAIL), 1985 (in C)1972 (on DEC-10), 1988 (on PCs), 1993 (on MACs)20152015$2250 (standard), $50 (student) Proprietary Numerical and Statistical computation for Scientific Applications, e.g. Chemical Kinetics. ODE Solving and Curve-Fitting. Symbolic Differentiation, Survival Analysis, Cluster Analysis, 2D/3D Graphics.
Origin OriginLab19912019b24 April 2019$1095 (std.)/$1800 (Pro)
$550 (std., academic)
$850 (Pro, academic)
$69/yr. (Pro, student)		 Proprietary Integrated data analysis graphing software for science and engineering. Flexible multi-layer graphing framework. 2D, 3D and statistical graph types. Built-in digitizing tool. Analysis with auto recalculation and report generation. Built-in scripting and programming languages.
Perl Data Language Karl Glazebrook1996c. 199720195 May 2018Free Artistic License Used for astrophysics, solar physics, oceanography, biophysics, and simulation. 2D plotting via PGPLOT, PLPlot bindings; 3D via GL.
PSPP Ben Pfaff1990s1990s1.2.06 November 2018Free GPL v.3 or later FOSS statistics program, intended as an alternative to IBM SPSS Statistics.

[Note 2]

R R Foundation199719974.3.231 October 2023Free GPL Primarily for statistics, but there are many interfaces to open-source numerical software
SageMath William Stein 200510.23 December 2023Free GPL Programmable, includes computer algebra, 2D+3D plotting. Interfaces to many open-source and proprietary software. Web based interface HTTP or HTTPS
SAS Anthony Barr, James Goodnight 1966197210.210 July 2014Not free Proprietary Mainly for statistics
SequenceL Texas Multicore Technologies 198920122.410 February 2016Free (Community Edition), $2495 (Professional Edition) Proprietary Functional programming language and tools.

[Note 3]

S-Lang John E. Davis19922.3.018 September 2014Free GPL, Artistic License (1.x only)Available as a standalone (slsh) and embedded interpreter (jed, slrn, ...)
Scilab ESI Group

Was:Inria

199019942024.0.024 October 2023Free GPL Programmable, direct support of 2D+3D plotting. Interfaces to many other software packages. Interfacing to external modules written in C, Java, Python or other languages. Language syntax similar to MATLAB. Used for numerical computing in engineering and physics.
Smath Studio SMath LLC

(Andrey Ivashov)

20061.0.834811 September 2022FreeCreative Commons Attribution-NoDerivs (CC-BY-ND)Mathematical notebook program, similar to Mathcad, with support for Plugins (e.g. Maxima plugin available)
Sysquake Calerga 19986.5December 2019free, $2500 (Pro, commercial), $1000 (Pro, academic) Proprietary interactive graphics
TK Solver Universal Technical Systems, Inc. late 1970s19826.0.1522020$599 commercial, $49 (student) Proprietary Numerical computation and rule-based application development
VisSim Visual Solutions198910.1January 2011$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.
Yorick n/an/an/a9January 2015Free GPL Programmable, callable 2D+3D plotting. Language syntax similar to C. 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 YesYesYesNoNoNoNoNo
Analytica YesNoNoNoNoNoNoNo
Ch YesYesYesYesYesNoNoNo
Dyalog APL YesYesYesNoYesNo [Note 4] NoNo
DADiSP YesNoNoNoYesNoNoNo
Euler Math Toolbox YesNoYesNoNoNoNoNo
FlexPro YesNoNoNoNoNoNoNo
FreeMat YesYesYesYesYesNoNoNo
GAUSS YesYesYesNoYesNoNoNo
GNU Data Language YesYesYesYesYesNoNoNo
GNU MCSim YesYesYesYesYesYesYesYes
GNU Octave YesYesYesYesYesNoYesYes
IGOR Pro YesYesNoNoNoNoNoNo
Julia YesYesYesYesNoNoNoYes
LabPlot YesYesYesYesYesNoNoNo
LabVIEW YesYesYesNoYesNoNoNo
Maple YesYesYesNoYesNoNoNo
Mathematica YesYesYesYesYesNoNoYes
MATLAB YesYesYesYesYesNoNoNo
MLAB YesYesYesNoNoYesNoNo
Origin YesNoNoNoNoNoNoNo
Perl Data Language YesYesYesYesYesYesNoNo
R YesYesYesYesYesNoNoNo
SageMath YesYesYesNoYesNoNoYes
SAS YesNoYesNoYesNoNoNo
SequenceL YesYesYesNoNoNoNoNo
S-Lang YesYesYesYesYesYesNoNo
Scilab YesYesYesYesYesYesNoNo
Smath Studio Yes?Yes??NoYesNo
Sysquake YesYesYesNoNoNoNoNo
TK Solver YesNoNoNoNoNoNoNo
The Unscrambler YesNoNoNoNoNoNoNo
VisSim YesYesYesNoYesNoNoNo

Language features

Colors indicate features available as

basic system abilities
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 websiteCan call code in other languagesCan be called from other languages
Analytica NoNoYesYesYesYes COM, Excel Excel, COM, .NET
Dyalog APL Yes [11] YesYes [12] Win32, .NET, WPF, HTML/JS YesYes COM, .NET, WebServices, Shared Libraries, DLLs, NAG, R, JavaScript [13] COM, .NET, WebServices [13]
GNU Data Language NoNoYesGUI Widgets since v.0.9 but still incompleteYesNo C, Python Python
GNU MCSim YesNoNoXMCSim with TCL/TK and wishNoNo C R
GNU Octave Yes with mkoctfileWrappers to SymPy Yes [14] YesYesYes [15] C, C++, Fortran, [16] Perl, [17] Python, Tcl [18] Java, [19] Perl, [17] C, C++, [20] Python
J NoYesYesYesYesYes JavaScript JavaScript, C, Python
Julia YesWrappers to SymPy, SymEngine and othersYesYesYesYes
C, Fortran
Python, C++, Java, MATLAB, R
C, C++, Python, R
LabVIEW
Professional System version
With add-on [21]
No
Yes [22]
GOOP [23]
G# [24]
YesYesYes [25]
C/C++, [26] DLLs, Python, [27] Perl, Tcl, [28] MATLAB, ActiveX, C#/.NET
With add-ons. I.e. [29]
Yes [30]
Maple NoYesYes [31] YesYesYes [32] C, C#, Fortran MATLAB, [33] Excel, [34] Visual Basic, Java, and C [35]
Mathematica Yes [36] YesYesYesYesYes [37] Java, .NET, C++, Fortran, CUDA, OpenCL, R, Python, SQL, SPARQL, NodeJS, Julia
Java, .NET, C++, Python
Excel, [38] LabVIEW [39]
Haskell, [40] AppleScript, [41] Racket, [42] Visual Basic, [43] Clojure [44] MATLAB [45]
MATLAB with extension [46] with extension library [47] Yes [48] YesYesYes [49]
Through MEX [50] files: C, C++, Fortran. Also compiled Java and ActiveX components.
Mathematica [45]
.NET, [51] Java, [52] Excel [53]
Maxima NoYesNoNoYesNo Common Lisp Common Lisp
MLAB NoYesNoYesYesNoNoNo
PDL Yes [54] NoYes [55] Yes [56] YesYes [57] C via perlXS; C, Python, F77, etc. via InlinePerl, C [58]
Python Py2exe, Py2App, PyInstaller, cxFreeze, etc. SymPy & othersYes inherently object-oriented
tkinter
wxPython, QT, Kivy, many others
Numpy PyPI C, C++, Fortran, many others C, C++, Fortran, many others
R NoYes and extended via Ryacas packageYes [59] Via the tcltk libraryYesYes [60]
C, C++, Fortran [61]
MATLAB [62]
Python [63]
Excel [64]
Python [65]
SAS [66]
SageMath NoYesYesNoYesYes [67] Many languages [68] [69] [70] Yes (any language that can call Python)
SAS NoNoDS2 and SCLYesNoNo
C, Java
R (requires IML)
No
TK Solver with extensionNoYeswith extensionYesYes .NET Excel Unknown

Libraries

General

CreatorLanguageFirst public releaseLatest stable versionCost (USD)LicenseNotes
ALGLIB Sergey BochkanovC++, C#, Python, FreePascal20063.19.0, June 2022Dual licensedGPL/commercialGeneral purpose numerical analysis library. Cross-platform (Windows, *nix).
Armadillo NICTA C++20093.900, 2013Free MPL C++ template library for linear algebra; includes various decompositions and factorisations; syntax (API) is similar to MATLAB.
GNU Scientific Library GNU ProjectC19962.7, 1 June 2021Free GPL General purpose numerical analysis library. Targets Linux, can be built on almost any *nix OS with Ansi C compiler.
ILNumerics H. KutschbachC#, PowerShell20071.3.14, August 2008Non-free Proprietary aims .Net/mono, 2D/3D plottings (beta)
IMSL Numerical Libraries Rogue Wave Software C, Java, C#, Fortran, Python1970many componentsNot free Proprietary General purpose numerical analysis library.
Math.NET Numerics C. Rüegg, M. Cuda, et al.C#, F#, C, PowerShell20094.7.0, November 2018Free MIT/X11 General purpose numerical analysis and statistics library for the .NET framework and Mono, with optional support for native providers.
NAG Numerical Library The Numerical Algorithms Group C, Fortran1971many componentsNot free Proprietary General purpose numerical analysis library.
NMath CenterSpace Software C#20036.2, March 2016$995 Proprietary Math and statistical libraries for .NET framework
SciPy scipy.org communityPython20011.5.3, 17 October 2020Free BSD Adds numerical programming abilities to Python language. Related to NumPy, and thus connected to prior 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 YesYesYesYesYesNoYes
GNU Scientific Library YesYesYesYesYesNoYes
ILNumerics YesYesYesYesYesNoNo
IMSL Numerical Libraries YesYesYesNoYesNoNo
Math.NET Numerics YesYesYesYesYesNoNo
NAG Numerical Library YesYesYesNoYesYesNo
NMath YesNoNoNoNoNoNo
SciPy (Python packages)YesYesYesYesYesYesYes

See also

Footnotes

  1. ↑ Julia allows direct calls of C functions (no wrappers needed). Designed for cloud parallel computing with LLVM just-in-time compilation (JIT) as a backend. Lightweight "green" threading (coroutines). Efficient support for Unicode. Shell-like abilities to manage other processes. Lisp-like macros and other metaprogramming facilities.
  2. ↑ Abilities 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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References

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  3. ↑ Sai K. Popuri and Matthias K. Gobbert. A Comparative Evaluation of Matlab, Octave, R, and Julia on Maya. Technical Report HPCF-2017-03, UMBC High Performance Computing Facility, University of Maryland, U.S.A., 2017. Accessed 2019-01-25.
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