Have you got this error while trying to compile examples from ALGLIB Reference Manual?
LNK1561 tells that there is no entry point (i.e. main() function). ALGLIB does not need entry point and it does not define main() function. Thus LNK1561 have nothing to do with ALGLIB. But it can be somehow connected with examples because they include implementation of the main() function. MSVC has quite obscure conventions about main() function - sometimes it is main(), sometimes it is _tmain(), sometimes it has no arguments, sometimes it must have several arguments.
If you want to compile examples, you can create brand new console project in the MSVC and use its declaration of main() - just copy first row with all its arguments, compiler-specific macros, etc. to the example source.
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