numerical-integration topic

List numerical-integration repositories

tf-quant-finance

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High-performance TensorFlow library for quantitative finance.

SamplinSafari

152
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12
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Samplin' Safari is a research tool to visualize and interactively inspect high-dimensional (quasi) Monte Carlo samplers.

QuadGK.jl

250
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34
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adaptive 1d numerical Gauss–Kronrod integration in Julia

easy-neural-ode

264
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30
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Code for the paper "Learning Differential Equations that are Easy to Solve"

mpmath

918
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176
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Python library for arbitrary-precision floating-point arithmetic

Measurements.jl

478
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36
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Error propagation calculator and library for physical measurements. It supports real and complex numbers with uncertainty, arbitrary precision calculations, operations with arrays, and numerical inte...

Cubature.jl

122
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23
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One- and multi-dimensional adaptive integration routines for the Julia language

HCubature.jl

144
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23
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pure-Julia multidimensional h-adaptive integration

torchquad

167
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35
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Numerical integration in arbitrary dimensions on the GPU using PyTorch / TF / JAX