- EllipComplete (complete elliptic integrals)
- EllipJacoby (Jacoby elliptic functions)
- Airy (Airy function and its derivative)
- Biry (Airy fun. of second kind and its derivative)
- LegendreP (associated Legendre polynomials)
- PolyRoots, PolyEval
- Cubic splines
- Linear and cubic interpolation algorithms
- construction and evaluation of piece-wise polynoms
- Brent minimization method for single variable.
- BFGS, Marquardt, Trust Region and Nelder-Mead (Simplex) minimization methods.
- Bounded optimization for Simplex and Trust Region (TR) algorithm.
- Linear programming: Dual Simplex, Two Phase Simplex, Simplex and Gomory's Cutting Plane (CPA) algorithm.
Numerical integration and differentiation
- Numerical integration by using Trapez, Simpson, Gaussian, Romberg or Monte-Carlo method.
- Numerical differentiation by several methods.