Search Results for "algorithm code writer"

* Fast GPU linear algebra library (matrix maths) for the C++ language, aiming towards a good balance between speed and ease of use * Provides high-level syntax and functionality deliberately similar to Matlab * Provides an API that is aiming to be compatible with Armadillo for easy transition between CPU and GPU linear algebra code * Useful for algorithm development directly in C++, or quick conversion of research code into production environments * Distributed under the permissive Apache 2.0 license, useful for both open-source and proprietary (closed-source) software * Can be used for machine learning, pattern recognition, computer vision, signal processing, bioinformatics, statistics, finance, etc * Downloads: http://coot.sourceforge.io/download.html * Documentation: http://coot.sourceforge.io/docs.html * Bug reports: http://coot.sourceforge.io/faq.html * Git repo: https://gitlab.com/conradsnicta/bandicoot-code...

Check yafu on github for the latest code. YAFU (with assistance from other free software) uses the most powerful modern algorithms (and implementations of them) to factor input integers in a completely automated way. The automation within YAFU is state-of-the-art, combining factorization algorithms in an intelligent and adaptive methodology that minimizes the time to find the factors of arbitrary input integers.

NOMAD is a C++ code that implements the MADS algorithm (Mesh Adaptive Direct Search) for difficult blackbox optimization problems. Such problems occur when the functions to optimize are costly computer simulations with no derivatives.

PortOpt [Portfolio Optimizer] is a C++ program (with Python binding) implementing the Markowitz(1952) mean-variance model with agent's linear indifference curves toward risk in order to find the optimal assets portfolio under risk. You have to provide PortOpt (in text files or - if you use the api - using your own code) the variance/covariance matrix of the assets, their average returns and the agent risk preference. It returns the vector of assets' shares that composes the optimal portfolio. In order to minimise the variance it internally uses QuadProg++, a library that implement the algorithm of Goldfarb and Idnani for the solution of a (convex) Quadratic Programming problem by means of an active-set dual method. ...

Implementation of algorithm from paper 'Numerical Approximation of Option Premia in Displaced-Lognormal Heston Models' by A Dickinson. For code: click link under 'Develop' & checkout via svn or click link under Browse Code->SVN & download tarball

LSGTL means LLX’s Static Graph Template Library which is a light-weighted header-only template library developed mainly for static graph analysis. LSGTL is expected to be used in laboratories for research purposes mostly.

Csolve is a constraint solver compiler. It compiles a set of constraints into an arc-consistency algorithm. Generated output is in the C language and can be linked with existing code. Csolve also contains libraries for standard instantiation method

Fast-Fourier-Transform-based number theory code to test Mersenne numbers for primality using the Lucas-Lehmer test and the Crandall-Fagin irrational-base discrete weighted transform (IBDWT) algorithm (Math. Computation 62 (205), pp.305-324, January 1994)