26 results found Sort:

google
tf-quant-finance google
559
4.4k
apache-2.0
167
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
956 commits to master branch, last one 10 months ago
mpmath
mpmath mpmath
179
927
bsd-3-clause
40
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
1,857 commits to master branch, last one 2 days ago
JuliaPhysics
Measurements.jl JuliaPhysics
37
479
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 about a month ago
Axect
Peroxide Axect
27
466
apache-2.0
17
Rust numeric library with R, MATLAB & Python syntax
r rust matlab matrix spline jacobian peroxide dataframe regression statistics determinant optimization interpolation simd-openblas linear-algebra lu-decomposition numerical-analysis rust-numeric-library scientific-computing numerical-integration
Created 2018-04-20
1,598 commits to master branch, last one 8 days ago
JuliaApproximation
FastGaussQuadrature.jl JuliaApproximation
43
297
mit
21
Julia package for Gaussian quadrature
julia gauss-quadrature numerical-integration
Created 2014-08-31
268 commits to master branch, last one 5 months ago
Beliavsky
Fortran-code-on-GitHub Beliavsky
53
273
unlicense
20
Directory of Fortran codes on GitHub, arranged by topic
cfd nwp list fortran statistics earth-science linear-algebra finite-elements machine-learning quantum-chemistry electronic-structure numerical-integration numerical-optimization
Created 2021-06-13
2,419 commits to main branch, last one 3 days ago
jacobjinkelly
easy-neural-ode jacobjinkelly
30
264
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
JuliaMath
QuadGK.jl JuliaMath
34
250
mit
8
adaptive 1d numerical Gauss–Kronrod integration in Julia
math julia quadrature integration numerical-integration
Created 2016-12-20
181 commits to master branch, last one about a month ago
cdslaborg
paramonte cdslaborg
31
249
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
1,975 commits to main branch, last one 17 hours ago
SciML
Integrals.jl SciML
29
210
mit
9
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
636 commits to master branch, last one 20 days ago
esa
torchquad esa
35
172
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
770 commits to main branch, last one 6 months ago
wkjarosz
SamplinSafari wkjarosz
12
153
bsd-3-clause
6
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 5 months ago
JuliaMath
HCubature.jl JuliaMath
23
146
other
9
pure-Julia multidimensional h-adaptive integration
math julia cubature integration numerical-integration
Created 2017-07-19
115 commits to master branch, last one 22 days ago
JuliaMath
Cubature.jl JuliaMath
23
123
other
9
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 22 days ago
MultithreadCorner
Hydra MultithreadCorner
21
108
gpl-3.0
24
Header only framework for data analysis in massively parallel platforms.
omp tbb cuda hydra openmp thrust header-only multithread data-fitting data-analysis parallelization hpc-applications particle-physics parallel-algorithm parallel-computing parallel-framework high-energy-physics numerical-integration monte-carlo-simulation parallel-data-analysis
Created 2016-09-28
1,397 commits to master branch, last one 6 months ago
dcwuser
metanumerics dcwuser
27
99
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...
math dotnet matrix numerics statistics math-library optimization data-analysis csharp-library matrix-algebra matrix-library special-functions statistical-tests numerical-analysis matrix-factorization scientific-computing statistical-analysis matrix-multiplication numerical-integration numerical-optimization
Created 2017-04-04
163 commits to master branch, last one 3 years ago
cpmech
russell cpmech
9
87
mit
8
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
2,728 commits to main branch, last one 23 days ago
SciNim
numericalnim SciNim
9
86
mit
9
A collection of numerical methods written in Nim
nim ode lbfgs science vectors integral nim-lang ode-solver scientific integration simpson-rule curve-fitting interpolation discrete-points ode-integrators numerical-methods optimization-methods scientific-computing numerical-computation numerical-integration
Created 2019-05-31
281 commits to master branch, last one 3 months ago
giordano
Cuba.jl giordano
9
74
mit
5
Library for multidimensional numerical integration with four independent algorithms: Vegas, Suave, Divonne, and Cuhre.
math julia cubature integration numerical-integration monte-carlo-integration
Created 2016-04-03
205 commits to master branch, last one 5 months ago
jacobwilliams
quadpack jacobwilliams
7
59
other
6
Modern Fortran QUADPACK Library for 1D numerical quadrature
slatec fortran quadpack quadrature gauss-kronrod numerical-integration quadrature-integration fortran-package-manager gauss-kronrod-quadrature
Created 2021-12-07
166 commits to master branch, last one 5 months ago
AidanRocke
AutoDiff AidanRocke
3
52
unknown
4
Automatic Differentiation via Contour Integration
julia-language neural-computation dendritic-computation numerical-integration
Created 2020-01-16
37 commits to master branch, last one about a year ago
chris-ali
j6dof-flight-sim chris-ali
11
49
gpl-3.0
6
A high fidelity 6DOF flight simulation that the user can fly themselves or run to analyze an aircraft's flight dynamics
6dof lwjgl java-8 opengl jfreechart flight-dynamics flight-simulator numerical-integration
Created 2015-11-18
394 commits to development branch, last one about a year ago
emhayki
CFD-Fundamental emhayki
13
47
mit
2
Implementation of the 12 steps approach to the Navier-Stokes equations, essential for simulating fluid dynamics.
cfd fluid navier-stokes cfd-simulation fluid-dynamics fluid-mechanics fluid-simulation laplace-equation poisson-equation cavity-simulators numerical-methods numerical-analysis numerical-integration navier-stokes-equations
Created 2023-12-08
54 commits to main branch, last one 19 days ago
Beliavsky
Burkardt-Fortran-90 Beliavsky
9
40
unknown
3
Classification of John Burkardt's many Fortran 90 codes
ode fortran fortran90 eigenvalues root-finding approximation combinatorics interpolation linear-algebra cluster-analysis graph-algorithms numerical-methods special-functions nonlinear-equations numerical-integration computational-geometry delaunay-triangulation numerical-optimization probability-distribution random-number-generators
Created 2021-05-14
128 commits to main branch, last one 2 months ago
kmolan
multicalc-rust kmolan
0
38
mit
1
Multivariable calculus in pure rust
rust calculus vector-field rust-numeric-library scientific-computing numerical-integration numerical-differentiation
Created 2024-06-06
85 commits to main branch, last one 8 days ago
gyanantaran
fourier-series gyanantaran
0
25
cc0-1.0
1
A graphical visualiser and a browser for Fourier series expansion of arbitrary 2D Signals or Drawings!
raylib mathematics fourier-series numerical-integration
Created 2024-04-03
47 commits to main branch, last one 2 days ago