Set of CMake files to download and build ALGLIB as a standalone project. From the ALGLIB, here a description of the library:

ALGLIB is a cross-platform numerical analysis and data processing library. It supports several programming languages (C++, C#, Delphi) and several operating systems (Windows and POSIX, including Linux). ALGLIB features include:

• Data analysis (classification/regression, statistics)
• Optimization and nonlinear solvers
• Interpolation and linear/nonlinear least-squares fitting
• Linear algebra (direct algorithms, EVD/SVD), direct and iterative linear solvers
• Fast Fourier Transform and many other algorithms

$ git clone https://github.com/stefphd/alglib-cmake
$ cd alglib-cmake
$ mkdir build && cd build
$ cmake ..
$ cmake --build . --config Release --target alglib
$ cmake --build . --config Release --target minnlc_d_sparse
$ cmake --install . --prefix path/to/install/dir

The sources of the ALGLIB 4.05.0 Free Edition, released under the GPL license for personal and academic use, are automatically downloaded from the officicial site into the alglib folder. However, if you want to use your own version of ALGLIB, you can place the extracted files into alglib/. In such case, you may need to edit ALGLIB_SUBFOLDER_NAME in the CMake file, depending on your ALGLIB version.

You can either build a static or a shared (dynamic) library (option BUILD_SHARED_LIBS). A test example minnlc_d_sparse is also built; see the ALGLIB doc.

To enable the possibility to link a dynamic library version of ALGLIB in Windows, the library is built with the CMAKE_WINDOWS_EXPORT_ALL_SYMBOLS=ON option to export all symbols. However, global data symbols need to be declared with __declspec(dllimport) when consuming the library; see CMake doc. This would require changes in the ALGLIB headers, which is quite annoying.

The current workaround is to create local instances of the required symbols, and use them in the code instead of the default ones. This is shown in the test example.

Note that this works also when the static library is linked, although not strictly necessary.

alglib-cmake is licensed under either the GNU Lesser General Public License v3.0 :

https://www.gnu.org/licenses/lgpl-3.0.html

or the GNU Lesser General Public License v2.1 :

https://www.gnu.org/licenses/old-licenses/lgpl-2.1.html

at your option.