This one is on my Delphi research list for sure:
a matrix library including some advanced operations like singular value or LU decomposition, pseudo inversion and others as well as a large set of assembler hand optimized matrix primitive functions. The assembler version are available for x64 code as well by the way. Quite a few of these matrix primitives are also available as multi threaded versions. All functions are encapsulated in an easy to handle matrix class or interface.The library is released under the apache licence meaning that it may also be integrated into commercial products.
So it has lots of features, and optimizations. When browsing the source code, there are also some tests, I presume there will be more in the future.
The library has both a web site with download and a Google Code respository with source browsing.
–jeroen
via: Matrix Library by Michael Rabatscher.
The Wiert Corner - irregular stream of stuff 