An object-oriented library for numerics in C++ useful for solving, minimizing, differentiating, integrating, interpolating, fitting, and more. Classes operate on generic member functions and generic vector types. Includes classes from GSL and CERNLIB.
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AnchorPower
AnchorPower is a very fast, simple and general random number generation method based on Inverse Transform and Taylor Series. It outperforms many excellent implementations, including Intel VSL, GSL and UNU, with particularly wide margin for Gamma, Beta.
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