gosl - Go scientific library for machine learning, linear algebra, FFT, Bessel, elliptic, orthogonal polys, geometry, NURBS, numerical quadrature, 3D transfinite interpolation, random numbers, Mersenne twister, probability distributions, optimisation, graph, plotting, visualisation, tensors, eigenvalues, differential equations, more

•    Go

---

Gosl is a Go library to develop Artificial Intelligence and High-Performance Scientific Computations. The library tries to be as general and easy as possible. Gosl considers the use of both Go concurrency routines and parallel computing using the message passing interface (MPI). Gosl has several modules (sub-packages) for a variety of tasks in scientific computing, image analysis, and data post-processing.

scientific-computing visualization linear-algebra differential-equations sparse-systems plotting mkl parallel-computations computational-geometry graph-theory tensor-algebra fast-fourier-transform eigenvalues eigenvectors hacktoberfest machine-learning artificial-intelligence optimization optimization-algorithms linear-programming

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.

eigenvalues spectra svd

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.

eigenvalues arpack linear-algebra spectra header-only

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.

automatic-differentiation numerical-optimization special-functions linear-algebra-library linear-algebra bfgs newton-raphson gauss-jordan rprop gram-schmidt cholesky-decomposition statistics statistical-models determinant eigenvalues singular-value-decomposition qr-algorithm hessenberg-reduction

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

•    Julia

---

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

eigenvalues eigenvectors linear-algebra

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.

linear-algebra sparse-linear-systems sparse-data matrix sparse-systems numerical-methods iterative-methods linear-systems numerical-calculations matrix-transpose sparse-vectors scientific-computing scientific-computations matrix-factorization matrix-computations iterative-linear-solvers lu-factorization matrix-product eigenvalues eigenvectors