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CasADi is a symbolic framework for numeric optimization implementing automatic differentiation in forward and reverse modes on sparse matrix-valued computational graphs. It supports self-contained C-code generation and interfaces state-of-the-art codes such as SUNDIALS, IPOPT etc. It can be used from C++, Python, Matlab/Octave, Julia or Javascript

Lightweight, general, scalable C++ library for finite element methods

linalg.h is a single header, public domain, short vector math library for C++

Single-header C++ JIT compiler/evaluator for mathematical expressions

  • expression-evaluator
  • expression-parser
  • formula-engine
  • formula-evaluator