Search Results - RepositoryStats

577

4.6k

apache-2.0

170

High-performance TensorFlow library for quantitative finance.

gpu python finance quantlib tensorflow gpu-computing high-performance numerical-methods quantitative-finance numerical-integration numerical-optimization high-performance-computing

Created 2019-07-24

957 commits to master branch, last one 14 days ago

mpmath mpmath

184

966

bsd-3-clause

43

Python library for arbitrary-precision floating-point arithmetic

python plotting floating-point multiprecision complex-numbers numerical-methods special-functions arbitrary-precision numerical-integration numerical-optimization ordinary-differential-equations

Created 2011-12-07

1,979 commits to master branch, last one 15 days ago

Peroxide Axect

32

544

apache-2.0

16

Rust numeric library with high performance and friendly syntax

Created 2018-04-20

1,729 commits to master branch, last one 15 days ago

symbolica benruijl

18

544

other

11

A modern computer algebra library for Python and Rust.

physics expansion arithmetic expressions mathematics factorization groebner-basis computer-algebra pattern-matching symbolic-computation numerical-integration polynomial-arithmetic symbolic-manipulation greatest-common-divisor

Created 2023-01-11

509 commits to main branch, last one 5 days ago

Measurements.jl JuliaPhysics

37

487

mit

14

Error propagation calculator and library for physical measurements. It supports real and complex numbers with uncertainty, arbitrary precision calculations, operations with arrays, and numerical inte...

julia physics uncertainties linear-algebra multiprecision complex-numbers error-propagation arbitrary-precision physical-quantities numerical-integration uncertainty-propagation

Created 2016-05-17

443 commits to master branch, last one 6 months ago

Fortran-code-on-GitHub Beliavsky

56

306

unlicense

20

Directory of Fortran codes on GitHub, arranged by topic

cfd nwp list fortran statistics earth-science linear-algebra modern-fortran finite-elements machine-learning numerical-methods quantum-chemistry electronic-structure scientific-computing numerical-integration numerical-optimization

Created 2021-06-13

2,522 commits to main branch, last one 2 days ago

FastGaussQuadrature.jl JuliaApproximation

43

302

mit

20

Julia package for Gaussian quadrature

julia gauss-quadrature numerical-integration

Created 2014-08-31

268 commits to master branch, last one 10 months ago

QuadGK.jl JuliaMath

37

275

mit

9

adaptive 1d numerical Gauss–Kronrod integration in Julia

math julia quadrature integration numerical-integration

Created 2016-12-20

198 commits to master branch, last one 2 months ago

paramonte cdslaborg

33

273

other

11

ParaMonte: Parallel Monte Carlo and Machine Learning Library for Python, MATLAB, Fortran, C++, C.

c cpp mpi mcmc matlab openmp python fortran sampling monte-carlo markov-chain machine-learning adaptive-learning bayesian-inference bayesian-statistics numerical-integration monte-carlo-simulations machine-learning-library machine-learning-algorithms

Created 2020-02-04

2,156 commits to main branch, last one a day ago

easy-neural-ode jacobjinkelly

31

270

mit

11

Code for the paper "Learning Differential Equations that are Easy to Solve"

jax ode neural-ode ode-solver deep-learning machine-learning dynamical-systems deep-neural-networks numerical-integration differential-equations neural-differential-equations

Created 2020-06-22

75 commits to master branch, last one 2 years ago

Integrals.jl SciML

30

226

mit

8

A common interface for quadrature and numerical integration for the SciML scientific machine learning organization

julia sciml julialang quadrature integration julia-language numerical-integration automatic-differentiation differentiable-programming algorithmic-differentiation scientific-machine-learning

Created 2019-08-08

645 commits to master branch, last one 2 days ago

torchquad esa

39

189

gpl-3.0

10

Numerical integration in arbitrary dimensions on the GPU using PyTorch / TF / JAX

gpu vegas python pytorch torchquad integration vegas-enhanced machine-learning numerical-integration monte-carlo-integration automatic-differentiation high-performance-computing multidimensional-integration

Created 2020-11-06

773 commits to main branch, last one 4 months ago

SamplinSafari wkjarosz

13

156

bsd-3-clause

7

Samplin' Safari is a research tool to visualize and interactively inspect high-dimensional (quasi) Monte Carlo samplers.

mc qmc sampling integration monte-carlo computer-graphics orthogonal-arrays quasi-monte-carlo graphics-rendering monte-carlo-sampling numerical-integration monte-carlo-ray-tracing

Created 2019-08-16

152 commits to master branch, last one 10 months ago

HCubature.jl JuliaMath

25

153

other

11

pure-Julia multidimensional h-adaptive integration

math julia cubature integration numerical-integration

Created 2017-07-19

119 commits to master branch, last one about a month ago

Cubature.jl JuliaMath

21

127

other

10

One- and multi-dimensional adaptive integration routines for the Julia language

math julia cubature integration numerical-integration

Created 2013-03-02

84 commits to master branch, last one 5 months ago

russell cpmech

8

114

mit

11

Rust Scientific Libary. ODE and DAE (Runge-Kutta) solvers. Special functions (Bessel, Elliptic, Beta, Gamma, Erf). Linear algebra. Sparse solvers (MUMPS, UMFPACK). Probability distributions. Tensor ca...

rust quadrature eigenvalues mathematics eigenvectors interpolation sparse-matrix gamma-function linear-algebra bessel-function spectral-methods special-functions scientific-computing numerical-derivatives numerical-integration differential-equations quadrature-integration

Created 2021-06-20

2,845 commits to main branch, last one about a month ago

Hydra MultithreadCorner

21

110

gpl-3.0

24

Header only framework for data analysis in massively parallel platforms.

Created 2016-09-28

1,397 commits to master branch, last one 11 months ago

metanumerics dcwuser

29

101

unknown

13

Meta.Numerics is library for advanced numerical computing on the .NET platform. It offers an object-oriented API for statistical analysis, advanced functions, Fourier transforms, numerical integration...