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ALGLIB is an open source / commercial numerical analysis library with C++ version; Armadillo is a C++ linear algebra library (matrix and vector maths), aiming towards a good balance between speed and ease of use. [1] It employs template classes, and has optional links to BLAS and LAPACK. The syntax is similar to MATLAB.
uBLAS is a C++ template class library that provides BLAS level 1, 2, 3 functionality for dense, packed and sparse matrices. Dlib: Davis E. King C++ 2006 19.24.2 / 05.2023 Free Boost C++ template library; binds to optimized BLAS such as the Intel MKL; Includes matrix decompositions, non-linear solvers, and machine learning tooling Eigen: Benoît ...
[1] [2] [3] It comes with its own programming language, in which numerical algorithms can be implemented. GNU MCSim a simulation and numerical integration package, with fast Monte Carlo and Markov chain Monte Carlo capabilities. ML.NET is a free-software machine-learning library for the C# programming language. [4] [5]
Lis (Library of Iterative Solvers for linear systems; pronounced lis]) is a scalable parallel software library to solve discretized linear equations and eigenvalue problems that mainly arise from the numerical solution of partial differential equations using iterative methods.
MOOSE (Multiphysics Object Oriented Simulation Environment) is an object-oriented C++ finite element framework for the development of tightly coupled multiphysics solvers from Idaho National Laboratory. [1] MOOSE makes use of the PETSc non-linear solver package and libmesh to provide the finite element discretization.
aaa is a one- to three-letter code describing the actual algorithm implemented in the subroutine, e.g. SV denotes a subroutine to solve linear system, while R denotes a rank-1 update. For example, the subroutine to solve a linear system with a general (non-structured) matrix using real double-precision arithmetic is called DGESV . [ 2 ] : "
The FEniCS Project is a collection of free and open-source software components with the common goal to enable automated solution of differential equations.The components provide scientific computing tools for working with computational meshes, finite-element variational formulations of ordinary and partial differential equations, and numerical linear algebra.
Advanced Simulation Library (ASL) is a free and open-source hardware-accelerated multiphysics simulation platform. It enables users to write customized numerical solvers in C++ and deploy them on a variety of massively parallel architectures , ranging from inexpensive FPGAs , DSPs and GPUs [ 1 ] up to heterogeneous clusters and supercomputers.