lapack
LAPACK development repository (by Reference-LAPACK)
QuantMath
Financial maths library for risk-neutral pricing and risk (by MarcusRainbow)
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lapack | QuantMath | |
---|---|---|
7 | 5 | |
1,397 | 347 | |
3.5% | - | |
9.3 | 0.0 | |
13 days ago | 11 months ago | |
Fortran | Rust | |
GNU General Public License v3.0 or later | MIT License |
The number of mentions indicates the total number of mentions that we've tracked plus the number of user suggested alternatives.
Stars - the number of stars that a project has on GitHub. Growth - month over month growth in stars.
Activity is a relative number indicating how actively a project is being developed. Recent commits have higher weight than older ones.
For example, an activity of 9.0 indicates that a project is amongst the top 10% of the most actively developed projects that we are tracking.
Stars - the number of stars that a project has on GitHub. Growth - month over month growth in stars.
Activity is a relative number indicating how actively a project is being developed. Recent commits have higher weight than older ones.
For example, an activity of 9.0 indicates that a project is amongst the top 10% of the most actively developed projects that we are tracking.
lapack
Posts with mentions or reviews of lapack.
We have used some of these posts to build our list of alternatives
and similar projects. The last one was on 2024-04-17.
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Linus Torvalds adds arbitrary tabs to kernel code
Indentation by steps of 3 spaces is common in old Fortran 77 code. This is LAPACK for example. Scroll down to about line 400 to see actual code, not comments.
https://github.com/Reference-LAPACK/lapack/blob/master/SRC/c...
- Lapack: Release 3.12.0
- Lapack – Releases from 1.0 to 3.1.1
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I think I've "fixed" some compiler errors from a lapack library (which conssisted of white spaces errors only that made the code not compile). Supposing that there was actual errors, how can I enter in contact to send the fixed code?
NETLIB LAPACK is currently tracked on GitHub https://github.com/Reference-LAPACK/lapack
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LAPACKE_slacpy works correctly in C, but LAPACK_ROW_MAJOR results in unexpected behavior on SBCL
So, is this some bug resulting from an interaction of (i) LAPACKE not filling the transpose array with zeros (ii) LAPACKE_sge_trans writing the entire array (iii) compiler optimizing away writes from locations that the user never wrote to ?
- A primer on Roaring bitmaps: what they are and how they work
- Modern Fortran logo
QuantMath
Posts with mentions or reviews of QuantMath.
We have used some of these posts to build our list of alternatives
and similar projects. The last one was on 2021-01-17.
- MarcusRainbow/QuantMath
-
QuantMath: Financial maths library for risk-neutral pricing and risk in Rust
Fun, but seems extremely limited. I can't see a way to bootstrap a yield curve for interest rates, which is the first thing i would need to do. The standard model for curves seems to bake in assumptions about day count convention and interpolation:
https://github.com/MarcusRainbow/QuantMath/blob/b51ffacc2cfe...
There is no provision for swaps or futures. Perhaps this is not aimed at rates use cases?
What are some alternatives?
When comparing lapack and QuantMath you can also consider the following projects:
blas - Wrappers for BLAS (Fortran)
rust-gmp
rebop - Fast stochastic simulator for chemical reaction networks
Emu - The write-once-run-anywhere GPGPU library for Rust
rulinalg - A linear algebra library written in Rust
nalgebra - Linear algebra library for Rust.
lapack - Wrappers for LAPACK (Fortran)
rust-GSL - A GSL (the GNU Scientific Library) binding for Rust
RoaringFormatSpec - Specification of the compressed-bitmap Roaring format
lbfgsb-sys - Rust binding of fortran Limited memory LBFGS subroutine