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Fast Fourier transform
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Gaussian quadrature
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Cholesky decomposition
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Polynomial interpolation
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Lagrange polynomial
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Wikipedia Links
http://www.alglib.net/fasttransforms/fft.php
Anchor text: ALGLIB FFT Code
http://www.alglib.net/interpolation/polynomial.php
Anchor text: ALGLIB
https://www.alglib.net/interpolation/polynomial.php
Anchor text: ALGLIB
http://www.alglib.net/dataanalysis/lineardiscriminantanalysis.php
Anchor text: ALGLIB