QuantLib is a C++ library for financial quantitative analysts and developers. It is Non-Copylefted Free Software released under the modified BSD License. It is also OSI Certified Open Source Software. OSI Certified is a certification mark of the Open Source Initiative. QuantLib is free software and you are allowed to use, copy, modify, merge, publish, distribute, and/or sell copies of it under the conditions stated in the QuantLib License.

…MLC++ is a library of C++ classes for supervised machine learning. The MLC++ utilities were created using the library. MLC++ (up to version 1.3.X) was developed at Stanford University and was public domain; that version is still distributed as such by SGI. SGI MLC++ (V2.0 and higher) includes improvements to MLC++. These improvements are research domain only and are available in both source and object code formats through this web site. SGI MLC++ is used in SGI’s MineSet product as the main engine for the server data mining.

MLC++ provides general machine learning algorithms that can be used by end users, analysts, professionals, and researchers. The main objective is to provide users with a wide variety of tools that can help mine data, accelerate development of new mining algorithms, increase software reliability, provide comparison tools, and display information visually.

More than just a collection of existing algorithms, MLC++ is an attempt to extract commonalities of machine learning algorithms and decompose them for a unified view that is simple, coherent, and extensible…

SQLAPI++ is a C++ library for accessing multiple SQL databases (Oracle, SQL Server, DB2, Sybase, Informix, InterBase, SQLBase, MySQL, PostgreSQL and ODBC). It uses native APIs of target DBMS so applications developed with SQLAPI++ library run swiftly and efficiently. The product also provides a low-level interface that allows developers to access database-specific features. By encapsulating a vendor’s API, SQLAPI++ library acts as middleware and delivers database portability.

…GMP is a free library for arbitrary precision arithmetic, operating on signed integers, rational and floating point numbers. There is no practical limit to the precision except the ones implied by the available memory in the machine GMP runs on. GMP has a rich set of functions, and the functions have a regular interface. The main target applications for GMP are cryptography applications and research, Internet security applications, algebra systems, computational algebra research, etc.
GMP is carefully designed to be as fast as possible, both for small operands and for huge operands. The speed is achieved by using full words as the basic arithmetic type, by using fast algorithms, with highly optimized assembly code for the most common inner loops for a lot of CPUs, and by a general emphasis on speed.
GMP is faster than any other bignum library. The advantage for GMP increases with the operand sizes for many operations, since GMP uses asymptotically faster algorithms.
The first GMP release was made in 1991. It is continually developed and maintained, with a new release about once a year.
GMP is distributed under the GNU LGPL. This license makes the library free to use, share, and improve, and allows you to pass on the result. The license gives freedoms, but also sets firm restrictions on the use with non-free programs. GMP is part of the GNU project…

The MPFR library is a C library for multiple-precision floating-point computations with exact rounding (also called correct rounding). It is based on the GMP multiple-precision library.
The main goal of MPFR is to provide a library for multiple-precision floating-point computation which is both efficient and has a well-defined semantics. It copies the good ideas from the ANSI/IEEE-754 standard for double-precision floating-point arithmetic (53-bit mantissa).
MPFR is free. It is distributed under the GNU Lesser General Public License (GNU Lesser GPL). The library has been registered in France by the Agence de Protection des Programmes under the number IDDN FR 001 120020 00 R P 2000 000 10800, on 15 March 2000. This license guarantees your freedom to share and change MPFR, to make sure MPFR is free for all its users. Unlike the ordinary General Public License, the Lesser GPL enables developers of non-free programs to use MPFR in their programs.
Here, you can also find other related free software as listed below.

• MAPM, a portable arbitrary precision math library in C, by Michael C. Ring.
• CoStLy, a Complex interval Standard functions Library developed by Markus Neher (Karlsruhe).
• The XSC-Languages, FI_LIB, FILIB++ and intpak software developed at University of Wuppertal (Germany).
• The Core library: a library for robust numerical and geometric computation.
• The MathLib library (LGPL), which provides exact rounding in double precision for rounding to nearest. The current version implements atan, atan2, asin, acos, exp, log, pow, sin, cos, tan, sqrt, remainder.
• The CLN C++ library (GPL).
• The Quad-Double package by David Bailey, Yozo Hida and Sherry Li.
• The numerical difference utility from Nelson Beebe, similar to diff but for numerical files.
• The General Multiprecision PYthon project: a GMP interface for the Python language.
• The Constructive Reals Calculator from Hans Boehm.
• The xrc - exact reals in C from Keith Briggs.
• The precise computation software from Oliver Aberth.
• The RR class from NTL, which implements a smooth extension of IEEE floating point to arbitrary precision and guarantees a platform-independent behavior.
• A continued-fraction package based on GMP, by François Balsalobre.
• SCSLib, a fast and lightweight multiple-precision library supporting the four arithmetic operations, developed in the Arenaire project at ENS-Lyon (France); the precision (210 bits by default) is fixed at compile time. Crlibm, a correctly-rounded elementary function library.
• Sun’s libmcr, a correctly-rounded library of basic double-precision transcendental elementary functions.
• The PreciseFloating (floating-point arithmetic library) project in Java, by Daniel Aioanei: directed rounding, rational arithmetic and arbitrary precision arithmetic based on regular continued fraction expansions.
• The decNumber package by Mike Cowlishaw (IBM): arbitrary-precision decimal arithmetic.
• The calc calculator by Landon Curt Noll. This calculator implements a rational arithmetic, with a fallback to some kind of multiple-precision fixed-point arithmetic (integer multiplied by a configurable epsilon).
• The Qalculate calculator by Niklas Knutsson, based on CLN.

MST Image is powerful C++ library for reading/writing raster images. It provides fast reading and writing most of popular image formats into Windows Bitmap structure and 1, 8, 24 and 32 bits memory representations. There is a support for alpha channel. The library is tested under Windows and UNIX; it may be compiled with almost any popular C++ compiler. Images can be read/written not only from file, but from other sources as well. Just provide your own I/O functions and you will be able manage images in the database or Internet. Even the library is written in C++ it has COM interface wrapper and may be used in applications written in other languages like Delphi which allows using COM objects.

The Advanced Linux Sound Architecture (ALSA) provides audio and MIDI functionality to the Linux operating system. ALSA is released under the GPL (GNU General Public license) and the LGPL (GNU Lesser General Public License). ALSA has the following significant features:

• Efficient support for all types of audio interfaces, from consumer soundcards to professional multichannel audio interfaces.
• Fully modularized sound drivers.
• SMP and thread-safe design.
• User space library (alsa-lib) to simplify application programming and provide higher level functionality.

Support for the older OSS (Open Source Software) API, providing binary compatibility for most OSS programs.

VectorSpace C++ Library is a math library in C++ with a set of linear algebra and integrable / differentiable objects. It is a rapid-proto-typing tool which makes programming in numerical applications as easy as writing mathematical expressions.
This library, with special emphasis on applications in object-oriented finite element methods, is in general for applications in advanced numerical analysis such as computational linear algebra, linear programming, unconstrained / constrained optimization, finite difference method, boundary element method, and variational methods. This is a commercial product.