High-performance TensorFlow library for quantitative finance.
翻译 - 高性能TensorFlow库，用于量化金融。
Python library for arbitrary-precision floating-point arithmetic
Rust numeric library with high performance and friendly syntax
A modern computer algebra library for Python and Rust.
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...
#计算机科学#Directory of Fortran codes on GitHub, arranged by topic
Julia package for Gaussian quadrature
adaptive 1d numerical Gauss–Kronrod integration in Julia
#计算机科学#ParaMonte: Parallel Monte Carlo and Machine Learning Library for Python, MATLAB, Fortran, C++, C.
#计算机科学#Code for the paper "Learning Differential Equations that are Easy to Solve"
A common interface for quadrature and numerical integration for the SciML scientific machine learning organization
#计算机科学#Numerical integration in arbitrary dimensions on the GPU using PyTorch / TF / JAX
pure-Julia multidimensional h-adaptive integration
Samplin' Safari is a research tool to visualize and interactively inspect high-dimensional (quasi) Monte Carlo samplers.
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...
One- and multi-dimensional adaptive integration routines for the Julia language
Header only framework for data analysis in massively parallel platforms.
a small, lightweight crate for numerical integration written in Rust.
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...
Matlab Toolbox for the Numerical Solution of Stochastic Differential Equations