A Python-embedded modeling language for convex optimization problems.
- python
- cvxpy
- optimization
- modeling-language
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High-performance TensorFlow library for quantitative finance.
C++ implementation of the Python Numpy library
- python
- numpy
- c-plus-plus
- numerical-analysis
Multi-language suite for high-performance solvers of differential equations and scientific machine learning (SciML) components. Ordinary differential equations (ODEs), stochastic differential equations (SDEs), delay differential equations (DDEs), differential-algebraic equations (DAEs), and more in Julia.
- differential-equations
- differentialequations
- julia
- ode
Multi-dimensional arrays (tensors) and numerical definitions for Elixir
Fast numerical array expression evaluator for Python, NumPy, Pandas, PyTables and more
Powerful modern math library for PHP: Features descriptive statistics and regressions; Continuous and discrete probability distributions; Linear algebra with matrices and vectors, Numerical analysis; special mathematical functions; Algebra
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
- optimization
- nonlinear
- derivatives
- code-generation
Linear algebra, eigenvalues, FFT, Bessel, elliptic, orthogonal polys, geometry, NURBS, numerical quadrature, 3D transfinite interpolation, random numbers, Mersenne twister, probability distributions, optimisation, differential equations.
- scientific-computing
- linear-algebra
- differential-equations
- sparse-systems
An efficient C++20 GPU numerical computing library with Python-like syntax
Kratos Multiphysics (A.K.A Kratos) is a framework for building parallel multi-disciplinary simulation software. Modularity, extensibility and HPC are the main objectives. Kratos has BSD license and is written in C++ with extensive Python interface.
- kratos
- fem
- dem
- parallel-computing
Owl - OCaml Scientific Computing @ https://ocaml.xyz
- matrix
- linear-algebra
- ndarray
- statistical-functions
:triangular_ruler: Numerical integration (quadrature, cubature) in Python
- quadrature
- integration
- mathematics
- engineering
Chebfun: numerical computing with functions.
Numerical linear algebra software package
- linear-algebra
- hpc
- gpu-computing
- cuda
A C++ header-only library of statistical distribution functions.
- stats
- cpp
- constexpr
- numerical-methods
A Python native dynamical system simulation framework in the block diagram paradigm.
- blockdiagram
- control-systems
- hierarchical-modeling
- nonlinear-dynamics
An interactive book about the Riemann problem for hyperbolic PDEs, using Jupyter notebooks.
- riemann-solver
- python
- jupyter-notebook
- book
Solve automatic numerical differentiation problems in one or more variables.
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.
- matlab
- rust
- jit-compiler
- linear-algebra
Wide-Integer implements a generic C++ template for uint128_t, uint256_t, uint512_t, uint1024_t, etc.
- high-performance
- embedded-systems
- multiprecision
- numerical
Multiresolution Adaptive Numerical Environment for Scientific Simulation
An automatic code generator for nonlinear model predictive control (NMPC) and the continuation/GMRES method (C/GMRES) based numerical solvers for NMPC
- model-predictive-control
- nonlinear-model-predictive-control
- mpc
- nmpc
A framework for high-performance domain decomposition methods.
- c-plus-plus
- linear-algebra
- python
- fortran