Search Results - RepositoryStats

557

4.3k

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

179

916

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

1,846 commits to master branch, last one about a month ago

Measurements.jl JuliaPhysics

37

478

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

Peroxide Axect

27

461

apache-2.0

15

Rust numeric library with R, MATLAB & Python syntax

Created 2018-04-20

1,592 commits to master branch, last one 3 days ago

FastGaussQuadrature.jl JuliaApproximation

42

296

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

Fortran-code-on-GitHub Beliavsky

53

270

unlicense

19

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

2,399 commits to main branch, last one a day ago

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

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 22 days ago

paramonte cdslaborg

31

247

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

1,969 commits to main branch, last one 2 days ago

Integrals.jl SciML

28

209

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 7 days ago

torchquad esa

35

171

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 5 months ago

SamplinSafari wkjarosz

12

152

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

HCubature.jl JuliaMath

23

145

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 8 days ago

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 8 days ago

Hydra MultithreadCorner

21

108

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 6 months ago

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...

Created 2017-04-04

163 commits to master branch, last one 3 years ago

numericalnim SciNim

9

86

mit

9

A collection of numerical methods written in Nim

Created 2019-05-31

281 commits to master branch, last one 2 months ago

russell cpmech

9

84

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...