Displaying 1 to 6 from 6 results

RSpectra - R Interface to the Spectra Library for Large Scale Eigenvalue and SVD Problems

  •    C++

RSpectra is an R interface to the Spectra library. It is typically used to compute a few eigenvalues/vectors of an n by n matrix, e.g., the k largest eigen values, which is usually more efficient than eigen() if k << n. Symmetric matrices have real eigenvalues.

spectra - A header-only C++ library for large scale eigenvalue problems

  •    C++

Spectra stands for Sparse Eigenvalue Computation Toolkit as a Redesigned ARPACK. It is a C++ library for large scale eigenvalue problems, built on top of Eigen, an open source linear algebra library. Spectra is implemented as a header-only C++ library, whose only dependency, Eigen, is also header-only. Hence Spectra can be easily embedded in C++ projects that require calculating eigenvalues of large matrices.

autodiff - Autodiff is a numerical library for the Go programming language

  •    Go

Autodiff is a numerical optimization and linear algebra library for the Go / Golang programming language. It implements basic automatic differentation for many mathematical routines. The documentation of this package can be found here. A scalar holding the value 1.0 can be defined in several ways, i.e.




ArnoldiMethod.jl - Implicitly Restarted Arnoldi Method, natively in Julia

  •    Julia

The Implicitly Restarted Arnoldi Method, natively in Julia. Make eigs a native Julia function.

sparse-linear-algebra - Numerical computation in native Haskell

  •    Haskell

This library provides common numerical analysis functionality, without requiring any external bindings. It aims to serve as an experimental platform for scientific computation in a purely functional setting. Mar 14, 2018: Mostly functional, but there are still a few (documented) bugs. Complex number support is still incomplete, so the users are advised to not rely on that for the time being. The issues related to Complex number handling are tracked in #51, #12, #30.