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1–13 of 13 · Most stars

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

Linear algebra, eigenvalues, FFT, Bessel, elliptic, orthogonal polys, geometry, NURBS, numerical quadrature, 3D transfinite interpolation, random numbers, Mersenne twister, probability distributions, optimisation, differential equations.

C++ library for solving large sparse linear systems with algebraic multigrid method

  • amg
  • c-plus-plus
  • sparse-linear-systems
  • opencl

Parallel solvers for sparse linear systems featuring multigrid methods.

  • math-physics
  • library
  • hpc
  • radiuss

Supernodal sparse direct solver. https://portal.nersc.gov/project/sparse/superlu/

Mir (backports): Sparse tensors, Hoffman

  • mir
  • glas
  • blas
  • mir-glas