math toolkit

A lightweight C++ and Python library for finance, statistics and linear algebra.
Finance features include compound rate present/future value, annuity, various present/future value coefficients ...
Statistics features include mean, median, variance, standard deviation, covariance, correlation, linear regression, probabilities and random variates of various distributions ...
Linear algebra features include matrix arithmetic, inverse, determinant, rank, linear system solution, lu/qr decomposition, svd, eigen values/vectors ...
And some auxiliary features like random number generators, equation solution, numerical integration, permutation/combination and gcd/lcm etc.
It is aimed to be a convenient and handy toolkit to check out your ideas.

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License

GNU Library or Lesser General Public License version 3.0 (LGPLv3)

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Additional Project Details

Operating Systems

BSD, Linux, Windows

Programming Language

C++, Python

Related Categories

Python Financial Software, Python Mathematics Software, Python Libraries, C++ Financial Software, C++ Mathematics Software, C++ Libraries

Registered

2013-05-18

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