--- /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
+)