stan-dev / mathLinks
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.
☆794Updated this week
Alternatives and similar repositories for math
Users that are interested in math are comparing it to the libraries listed below
Sorting:
- Armadillo: fast C++ library for linear algebra & scientific computing - https://arma.sourceforge.net☆511Updated last year
- A header-only C++ library for numerical optimization --☆794Updated last week
- A C++ library of Markov Chain Monte Carlo (MCMC) methods☆187Updated last year
- A header-only C++ library for large scale eigenvalue problems☆804Updated last month
- A C++ header-only library of statistical distribution functions.☆557Updated 2 years ago
- odeint - solving ordinary differential equations in c++ v2☆352Updated 5 years ago
- a lightweight header-only C++17 library of numerical optimization methods for (un-)constrained nonlinear functions and expression templat…☆930Updated 2 months ago
- Combined array and automatic differentiation library in C++☆178Updated 4 months ago
- OptimLib: a lightweight C++ library of numerical optimization methods for nonlinear functions☆872Updated last year
- Blitz++ Multi-Dimensional Array Library for C++☆412Updated last year
- SymEngine is a fast symbolic manipulation library, written in C++☆1,285Updated last month
- Stan development repository. The master branch contains the current release. The develop branch contains the latest stable development. …☆2,685Updated this week
- Boost.org math module☆343Updated last week
- Distributed-memory, arbitrary-precision, dense and sparse-direct linear algebra, conic optimization, and lattice reduction☆513Updated 6 years ago
- An open-source library for mathematical programming☆243Updated this week
- A lightweight high performance tensor algebra framework for modern C++☆806Updated 3 months ago
- A header-only C++ library for L-BFGS and L-BFGS-B algorithms☆620Updated 5 months ago
- automatic differentiation made easier for C++☆1,849Updated 8 months ago
- A C++ header-only, precision-independent library for performing numerical integration☆85Updated 8 years ago
- C++ template library for probabilistic programming☆50Updated 5 years ago
- Powerful automatic differentiation in C++ and Python☆384Updated last week
- GNU Scientific Library with CMake build support and AMPL bindings☆601Updated 7 months ago
- A C++ Algorithmic Differentiation Package: Home Page☆537Updated 3 months ago
- Arb has been merged into FLINT -- use https://github.com/flintlib/flint/ instead☆469Updated last year
- Fast multi-dimensional generalized histogram with convenient interface for C++14☆330Updated last month
- Fast automatic differentiation library in C++☆110Updated 3 years ago
- Bayesian state-space modelling on high-performance hardware, including multicore, GPUs and distributed clusters.☆102Updated 2 years ago
- BLAS extension to xtensor☆170Updated 2 months ago
- High Performance Visualization☆236Updated last year
- FastAD is a C++ implementation of automatic differentiation both forward and reverse mode.☆113Updated 2 years ago