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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Automatic differentiation necessary for large optimal control problems?

I am investigating ways to solve an optimal control problem in an embedded way, preferably in Java. The system is modeled with triple integrator dynamics $u=\dddot{x}$ and solved with multiple ...
2 votes
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How to solve the following SDP with cvxpy in Python?

The SDP problem is $$ \min_{Z \in S^{n},Y \in S^{m}} {\rm trace}(Z) +{\rm trace}(Y)\\ {\rm s.t.} \begin{bmatrix} Y & X\\ X^T & Z \end{bmatrix} \succeq 0\\ X \in C $$ Where $C$ is a convex set....
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Solve a large-scale linear system of equations with millions of unknowns

I have a large-scale system of linear equations: $Ax = b$, where $A$ is an $n\times n$ square symmetric positive definite matrix (not sparse), $b$ is an $n \times 1$ vector and $x$ is $n\times 1$ ...
2 votes
1 answer
1k views

How to solve the following SDP with Python?

Supposing that $\{B_{ij}\}_{i,j}$ are all Hermitian matrices and $\{c_{ijk}\}_{i,j,k}$ are all real numbers, the corresponding SDP(Semidefinite Programming) problem is as follows: $$ \begin{aligned} &...
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1 answer
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Identical .so shared libraries (with no symbols) are generated when compiling different C source files [closed]

At the institution I work for we have a User Exit made in Pro*C (SQL embedded in C language). We are having some troubles because identical shared libraries are generated when compiling different ...
-1 votes
1 answer
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Delaunay triangulation libraries for sets of 3D points CGAL

I need help. Do you know such a library for 3D triangulation - CGAL? How to get from it the order of joining the vertices to enter into your variable? Found nothing on the official site. Thanks!
1 vote
1 answer
258 views

Compute 2D numerical double integration with Boost C++ with parameters

I am trying to compute the double Richardson and Wolf integrals for the focusing of a lens with Boost in C++ (using the Gauss Kronrod method). As a starting point, I used the example presented in this ...
25 votes
8 answers
5k views

Is it possible for user written algorithms to outperform libraries' built-in optimized functions?

I've always had this question in mind (even if it may sound vague), but in my numerical analysis courses we've always learned how to analyze and optimize code. However, since most linear algebra ...
3 votes
0 answers
116 views

Hanging nodes in deal.ii tutorials: how is the continuity constraint imposed?

While looking at step6 of deal.ii tutorials, I decided to try to understand how the constraints coming from hanging nodes are imposed. So I started by watching video lecture 16 by prof. Bangerth As ...
4 votes
2 answers
333 views

Getting to know about various BLAS implementations

I keep coming across phrases like "highly optimized BLAS kernels" with "architecture-specific optimizations", but have never been able to find what exactly these optimizations are, ...
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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 ...
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9 votes
3 answers
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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: ...
2 votes
1 answer
236 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 ...
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1 vote
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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 vote
1 answer
415 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 ...
4 votes
1 answer
817 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. ...
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4 votes
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467 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 votes
0 answers
89 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 ...
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1 answer
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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, ...
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8 votes
3 answers
336 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^...
4 votes
1 answer
1k 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 ...
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1 vote
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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 vote
1 answer
821 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 ...
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3 votes
1 answer
1k 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 ...
user avatar
1 vote
0 answers
460 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
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75 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}_{\...
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1 answer
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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 ...
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8 votes
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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 ...
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5 votes
1 answer
328 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 ...
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0 votes
1 answer
213 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. ...
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1 answer
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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. ...
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1 vote
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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
1 answer
163 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
1 answer
186 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
2 answers
80 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 ...
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4 votes
1 answer
154 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 ...
2 votes
0 answers
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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 "...
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1 answer
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 ...
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10 votes
0 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 ...
1 vote
2 answers
367 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 ...
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2 votes
0 answers
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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 ...
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1 vote
4 answers
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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 ...
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1 vote
1 answer
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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 ...
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3 votes
2 answers
263 views

FEM libraries with weak forms

I need to implement a structural analysis code, and I turn to you for advice. My needs are simple: Library must be integrable in a C++ code I want to express a weak form, without manual intervention ...
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2 votes
2 answers
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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 ...
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1 vote
1 answer
68 views

library for arithmetic operations on unstructured xyz

I've got several sets of xyz-data where x,y are coordinates and z is a 'value'. I want to be able to do simple arithmetic operations on these data. The x,y locations are not necessarily the same in ...
9 votes
2 answers
1k 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: ...
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4 votes
1 answer
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Code to update dense QR and Cholesky factorizations

I am looking for some production-ready code to update dense QR and/or Cholesky factorizations (by adding / removing rows and columns or making small-rank updates -- yes, I need all these cases). I ...
2 votes
1 answer
98 views

Templated Numerical Linear Algebra in Parallel

I have to invert large, but densely populated matrices with higher precision arithmetic. Therefore I am looking for something like the PLASMA library, which can do Cholesky or LU factorization in ...
3 votes
1 answer
593 views

Kernel of a Sparse Matrix

Given a sparse rectangular matrix $A$ (let's say, with dimension $n,m$ and number of non-zero elements $O(n)\sim O(m)$) with entries in $\mathbb Z/2\mathbb Z$ I'm looking for a basis of the kernel as ...
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