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
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Open source math and physics engine that executes MATLAB-syntax code. Features a modern compiler, automatic GPU acceleration for large calculations, and support for math on geometry / FEA calculations.