mrMath

[Delphi] [FPC] High-performance, multithreaded matrix and linear algebra library featuring hand-optimized assembler routines for SSE, AVX, AVX2 and FMA. Provides core decompositions (SVD, LU, QR, Hessian, Cholesky), optimized eigenvalue solvers for symmetric matrices, and advanced algorithms such as PCA, CCA, non-negative matrix factorization, SSA, wavelet transforms, RBF splines, t-SNE, and linear/non-linear least-squares fitting. Supports Windows and Linux on both 32-bit and 64-bit platforms.