General

https://mloss.org/software/

https://www.hackerearth.com/blog/machine-learning/7-programming-languages-and-libraries-used-for-
doing-machine-learning/

Microsoft Cognitive Toolkit

https://www.microsoft.com/en-us/cognitive-toolkit/

https://github.com/microsoft/cntk

https://visualstudio.microsoft.com/vs/older-downloads/

mlpack (because it includes boosting)

http://www.mlpack.org/docs/mlpack-3.0.4/doxygen/index.html

XGBoost

https://github.com/dmlc/xgboost/

Other in C++

http://dlib.net/ml.html

https://github.com/encog/encog-c

http://www.shogun-toolbox.org/

TensorFlow (C++ sources to compile for Python)

https://www.tensorflow.org/install/source_windows

C#

http://accord-framework.net/
For CORNI

https://software.intel.com/en-us/mkl

https://software.intel.com/en-us/mkl/choose-download

http://www.netlib.org/lapack/

http://www.netlib.org/lapack/explore-html/

http://www.netlib.org/blas/

https://developer.nvidia.com/cuda-downloads

C/C++ - Mathematica Interoperability

https://reference.wolfram.com/language/guide/CLanguageInterface.html

https://root.cern.ch/root/HowtoMathematica.html

https://mathematica.stackexchange.com/questions/144047/c-interface-to-large-project

-old

http://library.wolfram.com/infocenter/MathSource/642

FORTRAN - Mathematica Interoperability

https://mathematica.stackexchange.com/questions/5706/linking-fortran-with-librarylink

General Mathematica Interoperability

https://reference.wolfram.com/language/guide/CallingExternalPrograms.html

http://compotato.blogspot.com/2011/09/adventures-in-mathlink.html

http://compotato.blogspot.com/2011/09/simple-example-of-mathlink.html

http://compotato.blogspot.com/2011/09/calling-lisp-with-mathlink.html

http://compotato.blogspot.com/2011/09/calling-fortran-code-with-mathlink.html

HPC Languages & Systems

https://www.hdfgroup.org/solutions/hdf5/

https://visualstudio.microsoft.com/vs/older-downloads/

https://www.pgroup.com/products/community.htm
https://www.pgroup.com/products/feature-compare.htm