stan-dev / math
The Stan Math Library is a C++ template library for automatic differentiation of any order using forward, reverse, and mixed modes. It includes a range of built-in functions for probabilistic modeling, linear algebra, and equation solving.
☆779Updated this week
Alternatives and similar repositories for math:
Users that are interested in math are comparing it to the libraries listed below
- A header-only C++ library for numerical optimization --☆783Updated 2 months ago
- A C++ header-only library of statistical distribution functions.☆544Updated last year
- Armadillo: fast C++ library for linear algebra & scientific computing - https://arma.sourceforge.net☆496Updated 10 months ago
- A C++ library of Markov Chain Monte Carlo (MCMC) methods☆178Updated last year
- Combined array and automatic differentiation library in C++☆174Updated last year
- OptimLib: a lightweight C++ library of numerical optimization methods for nonlinear functions☆849Updated 11 months ago
- An open-source library for mathematical programming☆235Updated this week
- a lightweight header-only C++17 library of numerical optimization methods for (un-)constrained nonlinear functions and expression templat…☆898Updated last month
- automatic differentiation made easier for C++☆1,758Updated 3 months ago
- Stan development repository. The master branch contains the current release. The develop branch contains the latest stable development. …☆2,645Updated this week
- A header-only C++ library for large scale eigenvalue problems☆779Updated 3 months ago
- Boost.org math module☆331Updated this week
- odeint - solving ordinary differential equations in c++ v2☆348Updated 5 years ago
- Blitz++ Multi-Dimensional Array Library for C++☆413Updated 9 months ago
- A C++ Algorithmic Differentiation Package: Home Page☆515Updated this week
- SymEngine is a fast symbolic manipulation library, written in C++☆1,227Updated 3 weeks ago
- Distributed-memory, arbitrary-precision, dense and sparse-direct linear algebra, conic optimization, and lattice reduction☆508Updated 5 years ago
- GNU Scientific Library with CMake build support and AMPL bindings☆586Updated last month
- CmdStan, the command line interface to Stan☆219Updated this week
- A lightweight high performance tensor algebra framework for modern C++☆781Updated last year
- A header-only C++ library for L-BFGS and L-BFGS-B algorithms☆582Updated last week
- Fast automatic differentiation library in C++☆106Updated 3 years ago
- TikZ library for drawing Bayesian networks, graphical models and (directed) factor graphs in LaTeX.☆839Updated last year
- Fast multi-dimensional generalized histogram with convenient interface for C++14☆323Updated 2 weeks ago
- Automatic Differentiation C++ Library☆56Updated 4 years ago
- VexCL is a C++ vector expression template library for OpenCL/CUDA/OpenMP☆711Updated this week
- trying to collect all useful tutorials for famous C math and linear algebra libraries such as CBLAS, CLAPACK, GSL...☆427Updated 4 years ago
- Bayesian state-space modelling on high-performance hardware, including multicore, GPUs and distributed clusters.☆100Updated last year
- HighFive - Header-only C++ HDF5 interface☆711Updated 3 months ago
- C++ template library for probabilistic programming☆49Updated 4 years ago