Questions tagged [libraries]

A collection of related programming functions implementing a set of abstract data types, mathematical functions, or other higher level analysis algorithms so that they may be used, and reused, by other programs.

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3
votes
0answers
50 views

High quality constrained optimization C++ library with matrix free second order solver?

I'm working with large scale constrained optimization problem. Some of my constraints can be non linear. Currently i'm using IPOPT. Quality is good by my Hessian computation too slow. It seems that i ...
5
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2answers
179 views

Arbitrary Precision Optimization Libraries?

Are there any well-known optimization libraries (ideally with Python bindings or even in Python) supporting (unconstrained) minimization (of $f:\mathbb{R}^n \to \mathbb{R}$ for $n$ for $n\sim 10^1,10^...
0
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1answer
55 views

Systematically outputting sign vectors of restricted hyperplane arrangement

(I previously asked this question on Sage's dedicated Q&A site, but got no response, so I figured it would be worth trying here.) I have a way of constructing hyperplane arrangements in Sage, ...
6
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2answers
4k views

How to properly calculate CPU and GPU FLOPS performance?

Problem I'm trying to calculate CPU / GPU FLOPS performance but I'm not sure if I'm doing it correctly. Let's say we have: A Kaby Lake CPU (clock: 2.8 GHz, cores: 4, threads: 8) A Pascal GPU (clock: ...
0
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0answers
10 views

Different values of Gaussian Integration in Pracma library in R

I want to construct a gauss integration for the weight function: $$w(x) = x^{1/2}$$ $\in(0,1)$ of the form: $$\int_{0}^{1}x^{1/2}f(x)dx = w_{1}f(x_{1})+w_{2}f(x_{2})$$ \begin{align*} w_{1}+w_{2} =...
0
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0answers
20 views

Temporal/spectral conversion for large fields - best approach?

I am currently working on a more efficient implementation of a pulse propagation algorithm. The propagation is done in the spectral domain, but several evaluations (such as energy calculations) are ...
2
votes
1answer
122 views

C or fortran library to solve linear 2D/3D elliptic PDE

I am looking for a general purpose library which can solve a 2D or 3D linear elliptic PDE on a rectangular domain with mixed/Robin boundary conditions. I am a C programmer, so I would prefer a C ...
5
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5answers
947 views

Open source auto-differentiation for MATLAB?

Are there any open-source auto-differentiation libraries for MATLAB? I am aware of commercial packages such as Tomlab/MAD and plenty of C++ libraries, but I can't find many more for MATLAB other than ...
1
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0answers
247 views

Which library to use in C++ for fast DCT's?

I need to apply a 1D type-II DCT (Discrete Cosine Transform) to each column of a matrix while normalizing the result in C++. Effectively, I want to multiply my matrix with an orthogonal type-II DCT-...
0
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0answers
25 views

Library/project on python for solving conjugate heat transfer problems

Can someone recommend a python library that can help me solve heat transfer problems between turbulent fluids and solids? Thanks.
1
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4answers
1k views

Which C++ Multi-objective Optimization libraries allows the addition of custom problems and custom algorithms?

I'm working on a custom discrete and constrained multi-objective optimization problem and I'd like to know which libraries or platforms that implement algorithms like ...
13
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4answers
3k views

Looking for Runge-Kutta 8th order in C/C++

I would like to use Runge-Kutta 8th order method (89) in a celestial mechanics / astrodynamics application, written in C++, using a Windows machine. Therefore I wonder if anyone knows a good library / ...
1
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1answer
179 views

Finite Difference libray C++

What is the best FD library (or collection of libraries) for C++ codes? I am looking for some data structure implementation that offers the possibility to do parallel computations on adaptively ...
2
votes
1answer
253 views

Performing 2d numerical integration with Boost Cpp

I've been learning to use the numerical quadrature of the Boost library for Cpp. In the documentation, I've found an example for 1D Gauss-Kronrod Quadrature using Boost. ...
4
votes
0answers
227 views

Fastest matrix library for Android (with GPU is possible)

I was working on an Android app that requires some linear algebra with matrices. The matrices will be somewhat medium-sized as they are not too small or too big. I was originally using jBlas because ...
5
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0answers
76 views

Efficient way to find eigenvalues of complex symmetric matrix with real off-diagonal elements

My goal is to find all eigenvalues (and eigenvectors) in a given range of magnitudes of a complex symmetric matrix with real off-diagonal elements (only diagonal elements are complex). Currently I'm ...
2
votes
2answers
327 views

Solve a very large linear system (question about a library linear algebra to do this)

I need to solve a very large linear system (coming from finite element method). I'm currently using the Intel MKL library, but the system has been delayed more than 20 hours. The matrix of the system ...
4
votes
1answer
529 views

Is there a library that allows einstein summation on dense, sparse, and LinearOperator type tensors

Numpy's einsum only works with dense tensors. Is there an alternative that also works with sparse tensors and linear operators? For example, I might have a ...
24
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10answers
16k views

Fast, lightweight C++ tensor library for dimension-agnostic code

I am looking for a C++ tensor library that supports dimension-agnostic code. Specifically, I need to perform operations along each dimension (up to 3), e.g. calculating a weighted sum. The dimensions ...
1
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0answers
52 views

Does Boost provide a template implementation of the wedge product?

Does the boost C++ library implement the computation of the wedge product? The wedge product is mentioned here, but it is not very clear (to me at least) whether there is a template implementation of ...
1
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0answers
475 views

Library for Discontinuous Galerkin method: FEniCS vs deal.ii

I am aware that both FEniCS and deal.ii are capable of solving problems with Discontinuous Galerkin (DG) method. I would like to specifically know if any of these two softwares can cater these ...
1
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0answers
410 views

Pastix installation [closed]

I'm trying to install Pastix library, but I'm still having problems with missing libraries and I'm really helpless now. I started with copying LINUX-GNU.in as <...
3
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2answers
198 views

Using computational libraries on a machine without root access

If you want to use a computational library on a high-performance computing center where you have no root access to install new software you can use header-only template libraries such as MTL4, Eigen3, ...
1
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0answers
114 views

C++ Library: What is the Most Efficient Library that Factorizes a Polynomial?

I need to know what library is the fastest one that can factorize a polynomial of large degree whose coefficients are big integers. I have tried NTL library to factorize a monic polynomial but it is ...
3
votes
1answer
635 views

Plug-and-go Clebsch-Gordan computation in python?

I started a little project in python, under the assumption that it would be easy to find a routine for numerically computing Clebsch-Gordan coefficients in some library such as scipy. When it came ...
1
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0answers
353 views

High-accuracy numerical differentiation

I have a $200 \times 200$ matrix representing the values taken by a function over an equally spaced grid. I would like to perform derivatives on it. I am interested in its gradient (i.e. its ...
4
votes
0answers
73 views

Library for solving multidimensional (n > 3) hyperbolic PDE systems

Does there exist a library (in any programming language) for solving (numerically) systems of multidimensional first-order linear PDEs in the form $$\mathbf{u}_{t}+\hat{A}(\mathbf{x})\mathbf{u}_{\...
1
vote
1answer
212 views

Libraries to deal with unstructured grids

I am dealing with a *.cgns file. This mesh format, when saved as an unstructured grid, holds nodes coordinates, nodes connectivity per element and boundary ...
4
votes
2answers
843 views

Outputting a distributed vector in PETSc

I'm working with someone else's code that uses PETSc 3.0.0-p9. They have a vector at the end of the computation that is distributed among a number of different processors, and I want to output that ...
6
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0answers
3k views

Good C++ optimization library for BFGS

To implement maximum likelihood estimators, I am looking for a good C++ optimization library that plays nicely with Eigen's matrix objects. Eigen has some capability of interfacing of its own but if ...
32
votes
5answers
13k views

Performance differences between ATLAS and MKL?

ATLAS is a free BLAS/LAPACK replacement that tunes itself to the machine when compiled. MKL is the commercial library shipped by Intel. Are these two libraries comparable when it comes to performance, ...
-2
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1answer
2k views

How do you install a binary R package?

I need instructions on how to install a binary package in R.
5
votes
1answer
287 views

Integrating/Implementing NURBS-related calculations

Recently, I started to develop some codes that use NURBS (general things I intend to use/already using: spline generation, interpolation, grids, isolines, closest-point find, and many others), both ...
0
votes
1answer
190 views

Looking for a converter of AMPL/GAMS models into C code

I've done an extensive web search, but could not find an option. Conversion between model formats is available, but conversion of objective function and constraint equations into C code seems absent. ...
9
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0answers
270 views

Numerical integration using interval arithmetic, nowadays

Is there now a package for rigorous numerical integration that uses interval arithmetic and has access to a well-developed library of special functions? By "well-developed", I mean something that, at ...
0
votes
1answer
389 views

I've developed a derivative-free optimization method, looking for comments

Here is the URL: https://github.com/avaneev/biteopt I've tested it on numerous global optimization benchmarking functions (included), and on real-world hyperparameter optimization problems I have. ...
1
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0answers
84 views

Dealing with non-physical negative ODE solutions using ODEPACK

Hi and thank you all again. I am solving the reaction-diffusion-advection equation as follows $ \partial_{t} n\left(t,z\right) = -\partial_{z}\left(\Phi\left(t,z\right)\right) + p\left(t,z\right) -n\...
1
vote
1answer
155 views

Integrating over $\mathbb{R}^{3}$ without a convex subset

I am working on a problem (solid state physics, I am stripping all the details for brevity but if more details can help I'll elaborate) where I need to numerically calculate an integral of the form: $$...
6
votes
1answer
149 views

Does the IEEE-754 standard mandate that exp2 is rounded correctly?

The IEEE Standard for Floating-Point Arithmetic section "9.2 Recommended correctly rounded functions" lists functions that are recommended (but not required) by a language standard to provide, among ...
0
votes
2answers
79 views

Software that does naïve or formal simplification of mathematical expressions

Devil-may-care that I am, suppose that I wanted to 'simplify' the following expression, utterly ignoring the fact that it's very naughty to raise various kinds of numbers to arbitrary powers or to ...
4
votes
1answer
136 views

Using GSL for basic operations

I am learning C/C++ for Scientific Computing and I have a question regarding the usage of scientific libraries for basic operations. Suppose I have to write a small program in C for a bioinformatics ...
4
votes
5answers
812 views

FEM library with support of simplex elements

My question can be rephrased as "FEM library like deal.II but for simplex elements". Our scientific group works with very complicated 3D geometries, so usually we prefer tetrahedral meshes for our ...
57
votes
17answers
3k views

Is it common not to use libraries for standard numerical algorithms, and why?

A lot of numerical algorithms (integration, differentiation, interpolation, special functions, etc.) are available in scientific computation libraries like GSL. But I often see code with "hand-rolled" ...
4
votes
1answer
4k views

GPU-accelerated libraries for solving sparse linear systems

There are several libraries to (iteratively) solve large sparse linear equation systems in parallel on a number of CPUs. Our parallel cluster also has attached powerful GPUs, but so far, I did not ...
2
votes
0answers
263 views

minimalistic library for classical molecular mechanics force-field in C/C++/Python

I would like some classical molecular mechanics forcefield library or super-simple program which does not have any external dependences, so that I can plug it into my software without worry of "...
9
votes
2answers
935 views

Library with polylogarithm function [duplicate]

I am looking for a reliable library where I can find polylogarithm function and newton/secant method for solving non-linear equations. Basically I have something like this: ...
0
votes
1answer
62 views

New releases of libraries

For some time I wrote every bit of my code by myself without using external sources. However after my problems became more complicated I decided to use external libraries. For example to save and ...
1
vote
0answers
299 views

Package for Discontinuous Galerkin method

I am trying to find some package of Discontinuous Galerkin (DG) method for solving hyperbolic and parabolic equations. In my research, I focus on designing new schemes for some very simple equations ...
2
votes
0answers
107 views

FEM libraries with trace spaces

To implement hybridizable discontinuous Galerkin methods, one needs finite element spaces defined on the skeleton of the mesh. deal.II has support for HDG through FE_FaceQ class which provides ...
1
vote
1answer
145 views

Is OPENFOAM a good idea for direction/operator splitting in parabolic equation

I would like to know if I should switch to OPENFOAM for my task. I work only with Cartesian grids, right now in 2d, rectangular domains only. If $\mathbf{w} = (w_1, w_2)$ and suppose I want to solve ...