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.

21 questions with no upvoted or accepted answers
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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 ...
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 ...
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 ...
4
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0answers
228 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 ...
4
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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}_{\...
3
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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 ...
3
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0answers
1k views

GMRES implementations

I am looking for simple GMRES implementations. Unfortunately, I have a few requirements: should be C or Fortran, Fortran preferred needs a license that permits inclusion in an MIT/BSD licensed ...
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 "...
2
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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 ...
2
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0answers
54 views

Fast library for parallel n-diagonal matrix inversion

I've tried looking for efficient parallel algorithms to solve banded systems. SPIKE is a good example but it however requires that the band size is large. Is there any efficient library implementing ...
1
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0answers
249 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-...
1
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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
476 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
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 ...
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
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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 ...
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 ...
1
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0answers
66 views

Looking for a java library or algorithm for efficiently implementing the second Chebyshev function

Does anyone know of a java library or algorithm for efficiently implementing the second Chebyshev function? To be clear, I'm refering to this expression: $$\vartheta(x) = \sum_{p \le x}\log p$$ $$\...
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 ...
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.