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.
☆755Updated this week
Related projects ⓘ
Alternatives and complementary repositories for math
- A header-only C++ library for numerical optimization --☆743Updated this week
- A C++ library of Markov Chain Monte Carlo (MCMC) methods☆170Updated 9 months ago
- A C++ header-only library of statistical distribution functions.☆530Updated last year
- Armadillo: fast C++ library for linear algebra & scientific computing - https://arma.sourceforge.net☆470Updated 4 months ago
- Stan development repository. The master branch contains the current release. The develop branch contains the latest stable development. …☆2,601Updated this week
- A C++ Algorithmic Differentiation Package: Home Page☆483Updated this week
- A header-only C++ library for large scale eigenvalue problems☆750Updated 3 months ago
- Combined array and automatic differentiation library in C++☆165Updated 8 months ago
- Blitz++ Multi-Dimensional Array Library for C++☆407Updated 4 months ago
- automatic differentiation made easier for C++☆1,658Updated last week
- odeint - solving ordinary differential equations in c++ v2☆344Updated 5 years ago
- OptimLib: a lightweight C++ library of numerical optimization methods for nonlinear functions☆821Updated 6 months ago
- SymEngine is a fast symbolic manipulation library, written in C++☆1,169Updated 3 weeks ago
- A lightweight high performance tensor algebra framework for modern C++☆751Updated 7 months ago
- a lightweight header-only C++17 library of numerical optimization methods for nonlinear functions based on Eigen☆876Updated 10 months ago
- Distributed-memory, arbitrary-precision, dense and sparse-direct linear algebra, conic optimization, and lattice reduction☆505Updated 5 years ago
- An open-source library for mathematical programming☆228Updated this week
- GNU Scientific Library with CMake build support and AMPL bindings☆562Updated last week
- Chebfun: numerical computing with functions.☆610Updated last month
- VexCL is a C++ vector expression template library for OpenCL/CUDA/OpenMP☆702Updated last month
- Boost.org math module☆313Updated this week
- HighFive - Header-only C++ HDF5 interface☆688Updated last week
- A header-only C++ library for L-BFGS and L-BFGS-B algorithms☆543Updated 8 months ago
- C++ library for solving large sparse linear systems with algebraic multigrid method☆736Updated 6 months ago
- Fast automatic differentiation library in C++☆105Updated 3 years ago
- Official development repository for SUNDIALS - a SUite of Nonlinear and DIfferential/ALgebraic equation Solvers. Pull requests are welcom…☆520Updated this week
- TikZ library for drawing Bayesian networks, graphical models and (directed) factor graphs in LaTeX.☆831Updated 8 months ago
- The Tensor Algebra Compiler (taco) computes sparse tensor expressions on CPUs and GPUs☆1,256Updated 7 months ago
- BLAS extension to xtensor☆157Updated 3 months ago
- Splitting Conic Solver☆553Updated this week