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SciPy (pronounced / ˈ s aɪ p aɪ / "sigh pie" [2]) is a free and open-source Python library used for scientific computing and technical computing. [3]SciPy contains modules for optimization, linear algebra, integration, interpolation, special functions, FFT, signal and image processing, ODE solvers and other tasks common in science and engineering.
Fastor is a high performance tensor (fixed multi-dimensional array) library for modern C++. GNU Scientific Library [6] GNU Project C, C++ 1996 2.7.1 / 11.2021 Free GPL: General purpose numerical analysis library. Includes some support for linear algebra. IMSL Numerical Libraries: Rogue Wave Software: C, Java, C#, Fortran, Python 1970 many ...
Similarly, in Python, the SciPy package has scipy.sparse.linalg.eigsh which is also a wrapper for the SSEUPD and DSEUPD functions functions from ARPACK which use the Implicitly Restarted Lanczos Method. A Matlab implementation of the Lanczos algorithm (note precision issues) is available as a part of the Gaussian Belief Propagation Matlab Package.
ATLAS is a portable library that automatically optimizes itself for an arbitrary architecture. iMKL is a freeware [7] and proprietary [8] vendor library optimized for x86 and x86-64 with a performance emphasis on Intel processors. [9] OpenBLAS is an open-source library that is hand-optimized for many of the popular architectures.
Hermes Project: C++/Python library for rapid prototyping of space- and space-time adaptive hp-FEM solvers. 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 ...
GEKKO is an extension of the APMonitor Optimization Suite but has integrated the modeling and solution visualization directly within Python. A mathematical model is expressed in terms of variables and equations such as the Hock & Schittkowski Benchmark Problem #71 [ 2 ] used to test the performance of nonlinear programming solvers.
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NumPy (pronounced / ˈ n ʌ m p aɪ / NUM-py) is a library for the Python programming language, adding support for large, multi-dimensional arrays and matrices, along with a large collection of high-level mathematical functions to operate on these arrays. [3]