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.
SHTns is a high-performance Spherical Harmonic Transform library. It was designed for numerical simulation (fluid flows, mhd, etc.) in spherical geometries, but can be used for any kind of problem involving scalar or vector spherical harmonics. It is very fast, thanks to careful vectorization and runtime tuning. It supports multi-threaded transforms via OpenMP. It features scalar and vector transforms, synthesis and analysis, and flexible truncation and normalization. A Python interface is included.
FEniCS is a collection of free software for automated, efficient solution of differential equations. It has an extensive list of features, including automated solution of variational problems, automated error control and adaptivity, a comprehensive library of finite elements, high performance linear algebra, and many more. It is organized as a collection of interoperable components, including the problem-solving environment DOLFIN, the form compiler FFC, the finite element tabulator FIAT, the just-in-time compiler Instant, the code generation interface UFC, the form language UFL, and a range of additional components.
TSPSG is intended to generate and solve "travelling salesman problem" (TSP) tasks. It uses the Branch and Bound method for solving. Its input is a number of cities and a matrix of city-to-city travel costs. The matrix can be populated with random values in a given range (which is useful for generating tasks). The result is an optimal route, its price, step-by-step matrices of solving, and a solving graph. The task can be saved in an internal binary format and opened later. The result can be printed or saved as PDF, HTML, or ODF. TSPSG may be useful for teachers to generate test tasks or just for regular users to solve TSPs. Also, it may be used as an example of using the Branch and Bound method to solve a particular task.
TooN is a very efficient numerics library for C++. The main focus of the library is efficient and safe handling of large numbers of small vector matrices and providing as much compile time checking as is possible. The library also works with large vectors and matrices and integrates easily with existing code. In addition to elementary vector and matrix operations, the library also providers linear solvers, matrix decompositions, optimization, and wrappers around LAPACK.
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.
Math::GSL is a Perl API to the GNU Scientific Library, which contains a large set of tools for writing scientific computing applications, like statistical distributions, special functions, random number generators, linear algebra, numeric integration/derivatives, FFTs, wavelets, and much more.