C++ (or C) Math Resources

QuantLib: the free/open-source library for quantitative finance The QuantLib project (http://quantlib.org) is aimed at providing a comprehensive softw

The Computational Geometry Algorithms Library (CGAL) is a C++ library that aims to provide easy access to efficient and reliable algorithms in computa

SymEngine SymEngine is a standalone fast C++ symbolic manipulation library. Optional thin wrappers allow usage of the library from other languages, e.

ArrayFire is a general-purpose tensor library that simplifies the process of software development for the parallel architectures found in CPUs, GPUs,

fpm A C++ header-only fixed-point math library. "fpm" stands for "fixed-point math". It is designed to serve as a drop-in replacement for floating-poi

Multi-dimensional arrays with broadcasting and lazy computing. Introduction xtensor is a C++ library meant for numerical analysis with multi-dimension

Bolt is an algorithm for compressing vectors of real-valued data and running mathematical operations directly on the compressed representations.

HLSL++ Small header-only math library for C++ with the same syntax as the hlsl shading language. It supports any SSE (x86/x64 devices like PC, Mac, PS

Matrix Table of Contents Installation Development 2.1. Linux 2.2. Windows Benchmarking Testing Quick Start Guide 5.1. Initializers 5.2. Slicing 5.3. P

Jing-Kalk Jing-Kalk is based on Kalk gitlab. Jing-Kalk is a beautifully designed calculator that conforms to the JingOS style and Integrating the inte

linalg.h linalg.h is a single header, public domain, short vector math library for C++. It is inspired by the syntax of popular shading and compute la

KFR - Fast, modern C++ DSP framework Compiler support: https://www.kfr.dev KFR is an open source C++ DSP framework that focuses on high performance (s

libtommath This is the git repository for LibTomMath, a free open source portable number theoretic multiple-precision integer (MPI) library written en

Ceres Solver Ceres Solver is an open source C++ library for modeling and solving large, complicated optimization problems. It is a feature rich, matur

A modern, C++20-native, single-file header-only dense 2D matrix library. Contents Example usage creating matrices basic operations row, col, size, sha

Highly optimized 2D|3D math library, also known as OpenGL Mathematics (glm) for `C`. cglm provides lot of utils to help math operations to be fast and quick to write. It is community friendly, feel free to bring any issues, bugs you faced.

qpSWIFT Light-weight sparse Quadratic Programming Solver Introduction qpSWIFT is light-weight sparse Quadratic Programming solver targetted for embedd

alpaqa Alpaqa is an efficient implementation of the Augmented Lagrangian method for general nonlinear programming problems, which uses the first-order

TinyExpr TinyExpr is a very small recursive descent parser and evaluation engine for math expressions. It's handy when you want to add the ability to

C++ Mathematical Expression Toolkit Library Documentation Section 00 - Introduction Section 01 - Capabilities Section 02 - Example Expressions

OpenGL Mathematics (GLM) is a header only C++ mathematics library for graphics software based on the OpenGL Shading Language (GLSL) specifications. GL

matplotlib-cpp Welcome to matplotlib-cpp, possibly the simplest C++ plotting library. It is built to resemble the plotting API used by Matlab and matp

OpenBLAS Travis CI: AppVeyor: Drone CI: Introduction OpenBLAS is an optimized BLAS (Basic Linear Algebra Subprograms) library based on GotoBLAS2 1.13

AMGCL AMGCL is a header-only C++ library for solving large sparse linear systems with algebraic multigrid (AMG) method. AMG is one of the most effecti

Random for modern C++ with convenient API Design goals Supported compilers Integration Five-minute tutorial Number range Common type number range Char

sigmatch Modern C++ 20 Signature Match / Search Library ✨ Features 🍃 Header-only, no dependencies, no exceptions. ☕ Compile-time literal signature st

StatsLib StatsLib is a templated C++ library of statistical distribution functions, featuring unique compile-time computing capabilities and seamless

Matrix This is a math and arithmetic matrix library. It has stood many years of performing in mission critical production for financial systems. It ha

Overview autodiff is a C++17 library that uses modern and advanced programming techniques to enable automatic computation of derivatives in an efficie

Klein 👉 👉 Project Site 👈 👈 Description Do you need to do any of the following? Quickly? Really quickly even? Projecting points onto lines, lines t

Libmorton v0.2.7 Libmorton is a C++ header-only library with methods to efficiently encode/decode 64, 32 and 16-bit Morton codes and coordinates, in 2

dlib C++ library Dlib is a modern C++ toolkit containing machine learning algorithms and tools for creating complex software in C++ to solve real worl

BigNumber BigNumber is a C++ class that allows for the creation and computation of arbitrary-length integers. The maximum possible length of a BigNumb

TriangleMeshDistance Header only, single file, simple and efficient C++11 library to compute the signed distance function to a triangle mesh. The dist

You may be interested in switching to std-simd. Features present in Vc 1.4 and not present in std-simd will eventually turn into Vc 2.0, which then de

A thin, highly portable C++ intermediate representation for dense loop-based computation.

The Windows Calculator app is a modern Windows app written in C++ that ships pre-installed with Windows. The app provides standard, scientific, and programmer calculator functionality, as well as a set of converters between various units of measurement and currencies.

constexpr_doublearray What is this? This library implements a double-array trie of compile-time constants using constexpr in C++17. As you know, compi

SDLP Seidel's Algorithm: Linear-Complexity Linear Programming (LP) for Small-Dimensions About This solver is super efficient for small-dimensional LP

NumCpp: A Templatized Header Only C++ Implementation of the Python NumPy Library Author: David Pilger [email protected] Version: License Testing C++

linmath.h -- A small library for linear math as required for computer graphics linmath.h provides the most used types required for programming compute

Small Maths Library A lightweight, minimal and customisable maths library for C99, generated by Lua. Generating Requires Lua 5.3. lua sml.lua Generat

MIRACL What is MIRACL? Multiprecision Integer and Rational Arithmetic Cryptographic Library – the MIRACL Crypto SDK – is a C software library that is

Expression Templates Library (ETL) 1.3.0 ETL is a header only library for C++ that provides vector and matrix classes with support for Expression Temp

EqualizerAPO - 64bit port This repo contains an updated, 1.2.1 64-bit port of EqualizerAPO - system wide equalizer for Windows. The port here is inspi

NOTE: Spectra 1.0.0 is released, with a lot of API-breaking changes. Please see the migration guide for a smooth transition to the new version. NOTE:

Converting ascii text into (floating-point) numeric values is a very common problem. The fast_float header-only C++ library by Daniel Lemire does this very well, and very fast at up to or over to 1 gigabyte per second as described in more detail in a recent arXiv paper.

Linear Algebra in C Quick Start Grab la.h and use it as an stb-style header-only library. For more info on such libraries see: https://github.com/noth

Universal: a header-only C++ template library for universal number arithmetic The goal of the Universal Numbers Library is to offer applications alter

NaiveMatrixLib 帆帆的简易矩阵计算库 A simple C++ stdlib-based complex & real matrix library, with matrix inversion, left division (A\b) and determinant calculat

VMath A wrapper for intel SSE/AVX vector instructions This is just a toy thing to figure out what working with intrinsics is like. I tried to keep it

LongInt Содержимое репозитория представляет из себя исходный код примитивного консольного калькулятора, который использует реализацию длинных чисел из

nml is a simple matrix and linear algebra library written in standard C.

libmpc++ libmpc++ is a C++ library to solve linear and non-linear MPC. The library is written in modern C++17 and it is tested to work on Linux, macOS