MPIR is an open source multiprecision integer (bignum) library forked
from the GMP (GNU Multi Precision) project. It consists of much code
from past GMP releases, in combination with much original contributed
code.
MPIR is constructed by a developer and vendor friendly community of
professional and amateur mathematicians, computer scientists and
hobbyists.
Msieve is a library and utility for factoring large integers using the most
powerful modern algorithms. It features a stable and very fast implementation
of a self-initializing multiple polynomial quadratic sieve (MPQS), plus a
somewhat experimental general number field sieve (GNFS) implementation.
Primary design goals are speed, portability and ease of use. Msieve claims to
be the fastest implementation for factoring general inputs between 40 and 100
decimal digits, but can handle larger input as well.
The Matrix Template Library (MTL) is a high-performance generic component
library that provides comprehensive linear algebra functionality for a wide
variety of matrix formats.
As with the Standard Template Library (STL), MTL uses a five-fold approach,
consisting of generic functions, containers, iterators, adaptors, and function
objects, all developed specifically for high performance numerical linear
algebra. Within this framework, MTL provides generic algorithms corresponding
to the mathematical operations that define linear algebra. Similarly, the
containers, adaptors, and iterators are used to represent and to manipulate
concrete linear algebra objects such as matrices and vectors.
MUMPS is a Distributed Multifrontal Solver (F90, MPI based) with Dynamic
Distributed Scheduling to accomodate both numerical fill-in and multi-user
environment.
- Solution of large linear systems with symmetric positive definite
matrices; general symmetric matrices; general unsymmetric matrices.
- Version for complex arithmetic.
- Parallel factorization and solve phases (uniprocessor version also
available).
- Iterative refinement and backward error analysis.
- Various matrix input formats: assembled format; distributed assembled
format; elemental format.
- Partial factorization and Schur complement matrix.
- Several orderings interfaced : AMD, AMF, PORD, METIS
NLopt is a free/open-source library for nonlinear optimization,
providing a common interface for a number of different free optimization
outines available online as well as original implementations of various
other algorithms. Its features include:
- Callable from C, C++, Fortran, Matlab or GNU Octave, Python,
GNU Guile, Julia, GNU R, Lua, and OCaml.
- A common interface for many different algorithms -- try a different
algorithm just by changing one parameter.
- Support for large-scale optimization (some algorithms scalable to
millions of parameters and thousands of constraints).
- Both global and local optimization algorithms.
- Algorithms using function values only (derivative-free) and also
algorithms exploiting user-supplied gradients.
- Algorithms for unconstrained optimization, bound-constrained
optimization, and general nonlinear inequality/equality constraints.
NTL is an object oriented library for number theory, written
by Victor Shoup. It provides objects and methods for
- arbitrary length integers
- finite fields
- polynomials over fields
- extensions of fields.
- vectors and matrices over extensions
- finite rings
Unless you define WITHOUT_GMP, NTL requires libgmp4.
Matthias Bauer
matthiasb@acm.org
Numdiff is a little program that can be used to compare putatively
similar files line by line and field by field, ignoring small numeric
differences or/and different numeric formats.
Equivalently, Numdiff is a program with the capability to appropriately
compare files containing numerical fields (and not only).
% numdiff file1 file2
ocamlgraph is a graph library for Objective Caml. It provides an
easy-to-use graph data structure together with several operations
and algorithms over graphs.
ocamlgsl is an interface to GSL (GNU scientific library), for the
Objective Caml langage.
The octave-forge package is the result of The GNU Octave Repositry project,
which is intended to be a central location for custom scripts, functions and
extensions for GNU Octave. contains the source for all the functions plus
build and install scripts.
This is actuarial.
Actuarial functions for Casualty and Property lines.