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Математическая библиотека на C/С++

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Добрый день!

Существуют ли библиотеки аналогичные библиотекам питона и матлаба?

Например для синтеза фильтров, расчёта эллиптических функций якоби, лагорифмов, работы с комплексными числами, numpy.convolve и т.д.

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