Search Results for "numerical recipes"
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Showing 13 open source projects for "numerical recipes"
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OptionMatrix
Financial Derivatives Calculator with 168+ Models (Options Calculator)
A real-time financial derivatives calculator supporting 168+ models from QuantLib, Financial Numerical Recipes in C++ and MetaOptions. Matrices of prices are created with iterating strikes and/or months. A strike control system can produce any strike. A generalized date engine can calculate re-occuring distances to any industry used expiration into the future. Spread engine with spread views. Models Supported: Black-Scholes, Merton-73, Black-76, Roll Geske Whaley, Garman KohlHagen, Jump... -
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C++ Complex Calculator
C++ complex calculator with arrays, matrices, eigenvectors, functions
... polynomial. A hash table is used to do fast variable and function lookup (they are entries in the same table). Collisions are handled in the hash table by making each entry a linked list. Written as C++ classes using the STL libraries <complex> and <vector>. The Numerical Recipes routines zroots and laguer rewritten in C++ find the complex roots of a polynomial with complex coefficients. -
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kotlinLab
A MATLAB-like scientific programming environment for Kotlin and Java
... , MTJ , NUMAL translation to Java , Numerical Recipes Java translation , Colt etc. KotlinLab aims to explore the superb DSL construction facilities of the Kotlin Language and the JShell environment of Java to provide an effective scientific programming environment for the JVM. The latest code can be found in: https://github.com/sterglee/kotlinlab -
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GroovyLab
GroovyLab: Effective MATLAB-like scientific programming in Groovy
... libraries, as JLAPACK , Apache Common Maths , EJML , MTJ , NUMAL translation to Java , Numerical Recipes Java translation , Colt etc. Also, GroovyLab supports Computer Algebra based on the symja (http://code.google.com/p/symja/) project. GiHub site: https://github.com/sterglee/jlabgroovy -
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This is a recursive C++ source code of the Fast Fourier Transform algorithm allowing parallelization. Also a performance test and its results on my computer are provided. The Performance test suggest to use 4 threads for parallelization. With this one can beat the implementation in "Numerical Recipes in C++" for large signals with more than 2^16 / 2^17 / 2^18 samples depending on the hardware and software.
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jnum
Java numerical classes for astronomy and more...
Imagine Numerical Recipes in the 21st century. Fast object-oriented Java code for numerical analysis, with a special focus on astronomical application (coordinate conversions, WCS projections etc.) -
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LFSR128
Linear Feedback Shift Registers File Encryption
Encrypt plain text files with 128 bit key encryption. Polynomials were chosen from Applied Cryptography for an Alternating Stop and Go generator and were implemented with the galois configuration generators format found in Numerical Recipes in C. It works on win64 only. 16 character passwords. -
Your applications are all built differently, but they all need to perform. NeoLoad simplifies and scales performance testing for everything, from APIs and microservices, to end-to-end application testing through innovative protocol and browser-based capabilities.
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rangen
thread safe, high performance double random number generator
A minorly modified implementation of Ran struct in 'Numerical Recipes'. This implementation is thread safe. -
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OpenETran
Electric power system transient simulator
..., insulators, surge arresters, non-linear grounds, and lightning strokes. It efficiently calculates energy and charge duty on surge arresters, and iterates to find the critical lightning current causing flashover on one or more phases. It is also suitable for use in substation insulation coordination. Capacitor switching, TRV, and other applicaitons may be added. EPRI originally had permission to use code from the Numerical Recipes book in LPDW. These routines have been removed in favor of GSL. -
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Java implementation and wrappers for the GNU Scientific Library. A library of numerical recipes for scientific programmers.
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Numerical Recipes in C#
Numerical Recipes in C#
Some recipes from "Numerical Recipes in C" translated into C#, for your coding convenience.
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