Armadillo is a C++ linear algebra library (matrix maths) aiming towards a good balance between speed and ease of use. The API is deliberately similar to Matlab's. Integer, floating point, and complex numbers are supported, as well as a subset of trigonometric and statistics functions. Various matrix decompositions are provided through optional integration with LAPACK and ATLAS numerics libraries. A delayed evaluation approach, based on template meta-programming, is used (during compile time) to combine several operations into one and reduce or eliminate the need for temporaries.
DEDiscover is a workflow-based differential equation modeling software tool for scientists, statisticians, and modelers. Whether you need to do quick simulation, develop sophisticated models, or teach mathematical concepts, DEDiscover combines a powerful computation engine with a user-friendly interface to give you a tool that's better, faster, and easier-to-use.
LibBi is used for state-space modelling and Bayesian inference on high-performance computer hardware, including multi-core CPUs, many-core GPUs (graphics processing units), and distributed-memory clusters. The staple methods of LibBi are based on sequential Monte Carlo (SMC), also known as particle filtering. These methods include particle Markov chain Monte Carlo (PMCMC) and SMC2. Other methods include the extended Kalman filter and some parameter optimization routines. LibBi consists of a C++ template library and a parser and compiler, written in Perl, for its own modelling language.
MLPACK is a C++ machine learning library with an emphasis on scalability, speed, and ease-of-use. Its aim is to make machine learning possible for novice users by means of a simple, consistent API, while simultaneously exploiting C++ language features to provide maximum performance and maximum flexibility for expert users. It contains algorithms such as k-means, Gaussian mixture models, hidden Markov models, density estimation trees, kernel PCA, locality-sensitive hashing, sparse coding, linear regression and least-angle regression.
HEALPix is a set of scientific tools implementing the Hierarchical Equal Area isoLatitude Pixelation of the sphere. As suggested in the name, this pixelation produces a subdivision of a spherical surface in which every single pixel covers the same surface area. HEALPix provides various programs and libraries in C, C++, Fortran, GDL/IDL, Java, and Python which facilitate discretization, simulation, processing, analysis, and visualization of data on the sphere up to very high resolution. It is the state-of-the-art program used in astronomy and cosmology to deal with massive full-sky data sets.