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Radial++ is a C++ template library for scattered data interpolation in any dimension and also the numerical solution of partial differential equations. It provides generalized Radial Basis Functions (p.e. multiquadric, this-plate spline, etc).
Numerikus is an attempt to build a set of numerical libraries written in C/C++, Fortran, Java and C# for single processor and multi-core processors. It wil have from basic functions to Linear Algebra solvers and ODE's and PDE's methods.