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C# automatic differentiation and numerical optimization library, transparent use with operator overloading, unlimited order of differentiation and unlimited number of variables, very flexible support for matrix algebra, on-the-fly function compilation to IL code for very fast ...

http://funclib.codeplex.com/Tags | differentiation mathematics matrix optimization |

Implementation | CSharp |

License | MIT |

Platform | Windows |

CasADi is a symbolic framework for numeric optimization implementing automatic differentiation by source code transformation in forward and reverse modes on sparse matrix-valued computational graphs. It interfaces state-of-the-art codes such as Sundials integrators and IPOPT nonlinear solver, and offers front-ends to Python and Octave.

SciPy (pronounced "Sigh Pie") is open-source software for mathematics, science, and engineering. The SciPy library is built to work with NumPy arrays, and provides many user-friendly and efficient numerical routines such as routines for numerical integration and optimization.

scientific scientific-computing mathematicsRelease history of Sunpower-Cryo-Funclib

Matrix factorization, equation optimization, and ODE solver algorithms

Matrix Multiplication Optimization and Cache Info

A C++ library to calculate with truncated taylor series -- calculating derivatives of any order. In order to download please go to the "Source Code" tab.

auto-differentiation derivative gradient math mathematics numericsAutograd can automatically differentiate native Python and Numpy code. It can handle a large subset of Python's features, including loops, ifs, recursion and closures, and it can even take derivatives of derivatives of derivatives. It uses reverse-mode differentiation (a.k.a. backpropagation), which means it can efficiently take gradients of scalar-valued functions with respect to array-valued arguments. The main intended application is gradient-based optimization. For more information, check ou

Engineering calculator ; Calculates also integrals, the sums, products, derivatives; Solve LSE, ODE, LSODE; Finds roots; calculations with matrixes. Interpolation with cubic splain.(math expression calculator) (scientific calculator) (numerical, integral, derivative, root, matrix, differencial, differentiation, equation )

ADMC++ -- An Automatic Differentiation Package for MATLAB and C++ ADMC++ is an automatic differentiation package designed for MATLAB and C++. Automatic differentiation is a technique for computing derivatives of functions.

Small header-only automatic differentiation library

Fortran numerical differentiation function

Gorgonia is a library that helps facilitate machine learning in Go. Write and evaluate mathematical equations involving multidimensional arrays easily. If this sounds like Theano or TensorFlow, it's because the idea is quite similar. Specifically, the library is pretty low-level, like Theano, but has higher goals like Tensorflow.The main reason to use Gorgonia is developer comfort. If you're using a Go stack extensively, now you have access to the ability to create production-ready machine learning systems in an environment that you are already familiar and comfortable with.

machine-learning artificial-intelligence neural-network computation-graph differentiation gradient-descent gorgonia deep-learning deeplearning deep-neural-networks automatic-differentiation symbolic-differentiation go-libraryZove is aimed to be a full fledged computing and modelling platform for computational challenges. Domains to apply 1. Application prototyping 2. Simulation 3. Optimization Features it supplies 1. Modelling 2. Programming 3. Visualizing

automated-reasoning computation geometry mathematics programming-languageA library for performing parallel math operations. Uses .Net Framework 4.0 Client Profile.

math mathematics matrix parallel-programming unit-testingMath.NET Iiridium has been merged with dnAnalytics into Math.NET Numerics. Math.NET Numerics replaces both Iridium and dnAnalytics, Iridium is discontinued.

math complexnumber interpolation library linear-algebra mathematics matrixMath.js is an extensive math library for JavaScript and Node.js. It features a flexible expression parser with support for symbolic computation, comes with a large set of built-in functions and constants, and offers an integrated solution to work with different data types like numbers, big numbers, complex numbers, fractions, units, and matrices.

math complex-numbers matrices units bignumbers expression-evaluator mathematics functions numeric algebra parser expression number bignumber complex fraction matrix unitOptimized the speed of naive matrix multiplication algorithm to show a 50-fold increase

dlib is a library for developing portable applications dealing with networking, threads, graphical interfaces, data structures, linear algebra, machine learning, XML and text parsing, numerical optimization, Bayesian nets, data compression routines, linked lists, binary search trees, linear algebra and matrix utilities, machine learning algorithms, and many other general utilities.

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