Question

I’m looking for a library to do numerical computing in Scala (or Java, although something that can use scala functions would be way nicer!) with at least the following capabilities:

• L-BFGS
• Minimizers (Powell, QuasiNewton, …)
• Numerical differentiation of multivariable functions
• Numerical integration (not strictly necessary but highly preferred)

I’m also only looking for something that’s actively maintained (last update during 2011 at the earliest), preferably but not necessarily free.
Also, numerical stability is required, aka all operations should be implemented in a way that gives consistent results where precision is preserved as much as possible.

I’m already aware of IMSL, but would prefer something else.

Thanks in advance

Answer 1

SuanShu is a Java math library of numerical methods for numerical analysis.