The aim of Math libraries in ROOT is to provide and to support a coherent set of mathematical and statistical functions which are needed for the analysis, reconstruction and simulation of High Energy Physics experiment data.
The core mathematical functionality is provided by the MathCore library, while the MathMore library, which is based on the GNU Scientific Library (GSL) provides more advanced functionality. Dedicate libraries exist for linear algebra, numerical minimization, Fast Fourier Transform (FFT), non-uniform random number generators, physics vectors, complex fitting and multi-variate analysis.
Some of these libraries have been introduced recently. A new object-oriented version of MINUIT, called MINUIT2, has been re-designed and re-implemented in the C++ language. A new optimized package, SMatrix, for describing small matrices and vector with fixed sizes and their operation and new classes describing generic physical and geometrical vectors in 2,3 and 4 dimension, GenVector have been developed.
The statistical functionality has also been improved with new classes for fitting, the inclusion in the ROOT distribution of the RooFit package for complex fitting and data modeling. Furthermore, a new package, RooStats, providing high level statistical tools has been recently introduced. For multi-variate analysis, the TMVA package is now distributed in ROOT.
Where to go for more help
A detailed description of all mathematical libraries can be found in the Users Guide.
Some tutorials explaining the usage of the mathematical library are also available.