numerical-methods

Open-source projects categorized as numerical-methods
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Language: + Python + HTML + C++ + Rust + Go + Jupyter Notebook + Fortran + Julia + C + Haskell + Batchfile + Java + MATLAB
Topics: Python numerical-integration numerical-optimization Scientific Computing Mathematics
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Top 23 numerical-method Open-Source Projects

  • tf-quant-finance

    High-performance TensorFlow library for quantitative finance.

    • Project mention: tf-quant-finance: NEW Derivatives and Hedging - star count:3911.0 | /r/algoprojects | 2023-06-10

  • gophernotes

    The Go kernel for Jupyter notebooks and nteract.

    • Project mention: Go: What We Got Right, What We Got Wrong | news.ycombinator.com | 2024-01-04

    https://github.com/gopherdata/gophernotes

    I've had this bookmarked for some time and just havent gotten around to it.

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  • SciMLBook

    Parallel Computing and Scientific Machine Learning (SciML): Methods and Applications (MIT 18.337J/6.338J)

  • torchdyn

    A PyTorch library entirely dedicated to neural differential equations, implicit models and related numerical methods

  • stdlib

    Fortran Standard Library (by fortran-lang)

    • Project mention: SciPy: Interested in adopting PRIMA, but little appetite for more Fortran code | news.ycombinator.com | 2023-05-18

    Hopefully, the SciPy community can stay open-minded about modern Fortran libraries.

    Modern Fortran is quite different from Fortran 77, while being as powerful, if not more.

    In addition, there has been a significant community effort on improving and modernising the legacy packages, the ecosystem, and the language itself.

    With projects like LFortran (https://lfortran.org/), fpm (https://github.com/fortran-lang/fpm), and stdlib (https://github.com/fortran-lang/stdlib), I believe that Fortran will enjoy prosperity again.

  • Kratos

    Kratos Multiphysics (A.K.A Kratos) is a framework for building parallel multi-disciplinary simulation software. Modularity, extensibility and HPC are the main objectives. Kratos has BSD license and is written in C++ with extensive Python interface. (by KratosMultiphysics)

  • mpmath

    Python library for arbitrary-precision floating-point arithmetic

    • Project mention: mpmath – Python library for arbitrary-precision floating-point arithmetic | news.ycombinator.com | 2024-01-19

  • WorkOS

    The modern identity platform for B2B SaaS. The APIs are flexible and easy-to-use, supporting authentication, user identity, and complex enterprise features like SSO and SCIM provisioning.

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  • herbie

    Optimize floating-point expressions for accuracy

    • Project mention: Herbie: Find and fix floating-point accuracy problems | news.ycombinator.com | 2023-11-28

  • Gridap.jl

    Grid-based approximation of partial differential equations in Julia

  • probnum

    Probabilistic Numerics in Python.

  • Calcpad

    Free and open source software for mathematical and engineering calculations.

    • Project mention: Numerical integration with Calcpad | /r/calcpad | 2023-06-21

  • markov

    Materials for book: "Markov Chains for programmers"

  • iheartla

    compilable markdown for linear algebra

  • sparse-linear-algebra

    Numerical computation in native Haskell

  • pybobyqa

    Python-based Derivative-Free Optimization with Bound Constraints

  • QuantPDE

    A high-performance, open-source, header-only C++(>=11) library for pricing derivatives.

    • Project mention: Python Package for Exotic Derivatives | /r/quant | 2023-06-12

    I wrote a library called QuantPDE when I was a graduate student that might have what you need. There is a tutorial on the GitHub page for how to implement a Bermudan option with discrete dividends.

  • zhetapi

    A C++ ML and numerical analysis API, with an accompanying scripting language.

  • num-dual

    Generalized (hyper-) dual numbers in rust

  • gomez

    Framework and implementation for mathematical optimization and solving non-linear systems of equations. (by datamole-ai)

  • Burkardt-Fortran-90

    Classification of John Burkardt's many Fortran 90 codes

    • Project mention: What numerical libraries (besides LAPACK) do you normally use in Fortran? | /r/fortran | 2023-06-09

    I have used many codes by John Burkardt https://people.sc.fsu.edu/~jburkardt/f_src/f_src.html and classified them at https://github.com/Beliavsky/Burkardt-Fortran-90 .

  • MathAI

    免費數字驅動的數學模型人工智能 | 為你的數字規律建立數學模型 | C語言免安裝軟體

  • ETK4J

    Engineering Toolkit for Java

  • Numerical-Methods-with-Applications

    Teach numerical methods for interpolation, differentiation, integration, and solving ODEs and PDEs with MATLAB.

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NOTE: The open source projects on this list are ordered by number of github stars. The number of mentions indicates repo mentiontions in the last 12 Months or since we started tracking (Dec 2020).

numerical-methods related posts

Index

What are some of the best open-source numerical-method projects? This list will help you:

Project Stars
1 tf-quant-finance 4,265
2 gophernotes 3,766
3 SciMLBook 1,790
4 torchdyn 1,272
5 stdlib 974
6 Kratos 955
7 mpmath 906
8 herbie 720
9 Gridap.jl 639
10 probnum 425
11 Calcpad 299
12 markov 273
13 iheartla 194
14 sparse-linear-algebra 87
15 pybobyqa 70
16 QuantPDE 54
17 zhetapi 47
18 num-dual 47
19 gomez 40
20 Burkardt-Fortran-90 39
21 MathAI 30
22 ETK4J 28
23 Numerical-Methods-with-Applications 22

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