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Showing 2 open source projects for "math software"

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    ExRandom

    Sampling exactly from the normal and exponential distributions

    ExRandom is a small header-only C++11 library for exact sampling from the normal, exponential, and discrete normal distributions (provided that the underlying generator is perfect). This library provides an implementation of the algorithms described in C. F. F. Karney, Sampling exactly from the normal distribution, ACM Trans. Math. Software 42(1), 3:1-14 (Jan. 2016), https://doi.org/10.1145/2710016, https://arxiv.org/abs/1303.6257.
    Downloads: 2 This Week
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  • 2
    The Safe Math Library is a set of APIs designed to help mitigate the risk of arithmetic overflows. This library is modeled after ISO/IEC TR 24731.
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