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IML++ is a C++ library for solving linear systems of equations, capable of dealing with dense, sparse, and distributed matrices. IT++ is a C++ library for linear algebra (matrices and vectors), signal processing and communications. Functionality similar to MATLAB and Octave. LAPACK++, a C++ wrapper library for LAPACK and BLAS
HiGHS has an interior point method implementation for solving LP problems, based on techniques described by Schork and Gondzio (2020). [10] It is notable for solving the Newton system iteratively by a preconditioned conjugate gradient method, rather than directly, via an LDL* decomposition. The interior point solver's performance relative to ...
Arm's optimized math routines; GCE-Math is a version of C/C++ math functions written for C++ constexpr (compile-time calculation) CORE-MATH, correctly rounded for single and double precision. SIMD (vectorized) math libraries include SLEEF, Yeppp!, and Agner Fog's VCL, plus a few closed-source ones like SVML and DirectXMath. [9]
Early examples of these algorithms are primarily decrease and conquer – the original problem is successively broken down into single subproblems, and indeed can be solved iteratively. Binary search , a decrease-and-conquer algorithm where the subproblems are of roughly half the original size, has a long history.
The Boost (C++ libraries) implements two algorithms based on Brent's method in C++ in the Math toolkit: Function minimization at minima.hpp with an example locating function minima . Root finding implements the newer TOMS748, a more modern and efficient algorithm than Brent's original, at TOMS748 , and Boost.Math rooting finding that uses ...
Karmarkar's algorithm is an algorithm introduced by Narendra Karmarkar in 1984 for solving linear programming problems. It was the first reasonably efficient algorithm that solves these problems in polynomial time. The ellipsoid method is also polynomial time but proved to be inefficient in practice.
PARI is a C library, allowing for fast computations, and which can be called from a high-level language application (for instance, written in C, C++, Pascal, Fortran, Perl, or Python). gp is an easy-to-use interactive command line interface giving access to the PARI functions.
In computer science, local search is a heuristic method for solving computationally hard optimization problems. Local search can be used on problems that can be formulated as finding a solution that maximizes a criterion among a number of candidate solutions.