stephenbeckr / L-BFGS-B-C
L-BFGS-B, converted from Fortran to C, with Matlab wrapper
☆108Updated last month
Related projects: ⓘ
- A MATLAB toolbox for building first-order solvers for convex models.☆137Updated 2 years ago
- Proximal Operator Graph Solver☆86Updated last year
- A MATLAB interface for L-BFGS-B☆51Updated 7 years ago
- Optizelle [op-tuh-zel] is an open source software library designed to solve general purpose nonlinear optimization problems.☆63Updated 4 years ago
- A shallow fork of SuiteSparse adding build files for Visual Studio and support for ACML☆100Updated 8 years ago
- This is a cross-platform, CUDA-based C++ library for general-purpose, unconstrained nonlinear optimization on the GPU. It implements the …☆132Updated 4 years ago
- Cython interface to Eigen library☆111Updated 9 months ago
- SeDuMi: A linear/quadratic/semidefinite solver for Matlab and Octave☆236Updated 5 months ago
- Fast linear algebra in MATLAB☆63Updated last year
- Matlab library for directional statistics and directional estimation☆53Updated 4 months ago
- Software package for Hankel structured low-rank approximation☆32Updated 5 years ago
- An open source library for the GPU-implementation of L-BFGS-B algorithm☆113Updated last year
- Sample implementations of proximal operators☆186Updated 11 years ago
- Automatically exported from code.google.com/p/kdtree-matlab☆34Updated 7 years ago
- A pure Matlab implementation of L-BFGS-B (LBFGSB)☆56Updated last week
- A C/C++ rewrite of the MINPACK software (originally in FORTRAN) for solving nonlinear equations and nonlinear least squares problems☆145Updated this week
- The git repository for the TT-Toolbox☆189Updated 6 months ago
- C++ Matlab MEX development kit.☆99Updated 6 years ago
- A MATLAB system for disciplined convex programming☆225Updated 4 months ago
- Fast automatic differentiation library in C++☆104Updated 2 years ago
- Fast computation of Gauss transforms in multiple dimensions; enables efficient Kernel Density Estimation (KDE) with Gaussian kernels.☆63Updated 5 years ago
- RSVDPACK: Implementations of fast algorithms for computing the low rank SVD, interpolative and CUR decompositions of a matrix, using ran…☆85Updated last year
- A header-only C++ redesign of ARPACK using the Eigen library☆22Updated 9 years ago
- Header-only version of RedSVD☆58Updated 9 years ago
- libLBFGS: a library of Limited-memory Broyden-Fletcher-Goldfarb-Shanno (L-BFGS)☆558Updated last year
- Manopt, a Matlab toolbox for optimization on manifolds☆304Updated last week
- This is a c++ port initially performed by Luis Ibanez of the LSQR library of Chris Paige and Michael Saunders. The same methodology was a…☆20Updated 4 years ago
- A free LDL factorisation routine☆78Updated last month
- TMAC: A Toolbox of Modern Async-Parallel, Coordinate, Splitting, and Stochastic Methods☆45Updated 7 years ago
- Bare-bones hdf5 serialization of Eigen matrices and vectors☆63Updated 3 years ago