diff --git a/pkgs/development/libraries/alglib/default.nix b/pkgs/development/libraries/alglib/default.nix
new file mode 100644
index 00000000000..1ff34a8d1f1
--- /dev/null
+++ b/pkgs/development/libraries/alglib/default.nix
@@ -0,0 +1,36 @@
+{ lib, stdenv, fetchurl, cmake, clang }:
+
+stdenv.mkDerivation rec {
+  pname = "alglib3";
+  version = "3.18.0";
+
+  src = fetchurl {
+    url = "https://www.alglib.net/translator/re/alglib-${version}.cpp.gpl.tgz";
+    sha256 = "0ag8dvcxzzp9riqvk4lhcbwhvh0lq54lbdnsbyr107rjfi2p1vlq";
+  };
+
+  nativeBuildInputs = [
+    cmake
+    clang
+  ];
+
+  patches = [
+    ./patch-alglib-CMakeLists.patch
+  ];
+
+  meta = with lib; {
+    description = "Numerical analysis and data processing library";
+    homepage = "https://www.alglib.net/";
+    license = lib.licenses.gpl2Plus;
+    maintainers = [ maintainers.paperdigits ];
+    longDescription = ''
+      ALGLIB is a cross-platform numerical analysis and data processing library. It supports several programming languages (C++, C#, Delphi) and several operating systems (Windows and POSIX, including Linux). ALGLIB features include:
+
+      * Data analysis (classification/regression, statistics)
+      * Optimization and nonlinear solvers
+      * Interpolation and linear/nonlinear least-squares fitting
+      * Linear algebra (direct algorithms, EVD/SVD), direct and iterative linear solvers
+      * Fast Fourier Transform and many other algorithms
+    '';
+  };
+}
diff --git a/pkgs/development/libraries/alglib/patch-alglib-CMakeLists.patch b/pkgs/development/libraries/alglib/patch-alglib-CMakeLists.patch
new file mode 100644
index 00000000000..b91a0c0aefd
--- /dev/null
+++ b/pkgs/development/libraries/alglib/patch-alglib-CMakeLists.patch
@@ -0,0 +1,23 @@
+--- /dev/null
++++ b/CMakeLists.txt
+@@ -0,0 +1,20 @@
++cmake_minimum_required(VERSION 2.8)
++
++project(alglib3 CXX)
++
++file(GLOB_RECURSE sources src/*.cpp)
++file(GLOB_RECURSE headers src/*.h)
++
++add_library(${PROJECT_NAME} STATIC ${sources} ${headers})
++
++install(
++  TARGETS ${PROJECT_NAME}
++  RUNTIME DESTINATION ${CMAKE_INSTALL_BINDIR}
++  LIBRARY DESTINATION ${CMAKE_INSTALL_LIBDIR}
++  ARCHIVE DESTINATION ${CMAKE_INSTALL_LIBDIR}
++)
++
++install(
++  FILES ${headers}
++  DESTINATION ${CMAKE_INSTALL_INCLUDEDIR}/alglib
++)
diff --git a/pkgs/top-level/all-packages.nix b/pkgs/top-level/all-packages.nix
index 45c87deb542..2c6a81382f9 100644
--- a/pkgs/top-level/all-packages.nix
+++ b/pkgs/top-level/all-packages.nix
@@ -1277,6 +1277,8 @@ with pkgs;
 
   aldo = callPackage ../applications/radio/aldo { };
 
+  alglib = callPackage ../development/libraries/alglib { };
+
   almanah = callPackage ../applications/misc/almanah { };
 
   alpine-make-vm-image = callPackage ../tools/virtualization/alpine-make-vm-image { };