Projects tagged ‘numerics’

DUNE, the Distributed and Unified Numerics Environment is a modular toolbox for solving partial differential equations (PDEs) with grid-based methods. It supports the easy implementation of methods ... [More] like Finite Elements (FE), Finite Volumes (FV), and also Finite Differences (FD). [Less]

A purely functional interface to basic linear algebra computations and other numerical routines, internally implemented using GSL, BLAS and LAPACK.

dnAnalytics is a numerical library for the .NET Framework licensed under the Microsoft Public License. The library is written in C# and is available as a fully managed library, or as a native version ... [More] that uses Intel® Math Kernel Library (MKL). The native version of dnAnalytics provides significantly better performance when working with large sets of data. dnAnalytics is compatible with .NET 2.0 or later, and Mono. The managed version will run on a Windows XP or newer, and any platform that supports Mono. The native version supports 32bit and 64bit versions of Windows XP or newer, and 32bit and 64bit versions of Linux. [Less]

ASCEND is an interactive environment for modeling, debugging, and solving large systems of nonlinear algebraic or differential equations. Its interactive design allows users to inspect and solve ... [More] very difficult nonlinear systems. It includes plotting abilities and is scriptable. [Less]

Provides a class for non-negative numbers, a wrapper which can turn any ordered numeric type into a member of that class, and a lazy number type for non-negative numbers (a generalization of Peano ... [More] numbers). This library is used by the event-list package [Less]

Eigentools presents a C++ package to wrap the messiness associated with solving large scale sparse eigenproblems.

The Meta.Numerics library brings scientific computing to the .NET platform. It offers an object-oriented API for matrix algebra, advanced functions of real and complex numbers, and statistics.

Dumping ground for random pieces of numerical codes.

Not interesting. Personal numeric method implementations through Java - gwt.

This project is intended to be a reference quantitative finance library for students working their way through books such as Hull and Clewlow and Strickland. The intent is to provide one valuation ... [More] model implemented in several different languages. The first language will be Java, followed by C++, and then R. Hopefully, others will contribute further implementations. Ideally, this would represent a toolkit that a student could apply to any new corporate or educational environment. [Less]