numerical-integration

High-performance TensorFlow library for quantitative finance.

Python library for arbitrary-precision floating-point arithmetic

Rust numeric library with high performance and friendly syntax

A modern computer algebra library for Python and Rust.

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

Directory of Fortran codes on GitHub, arranged by topic

Julia package for Gaussian quadrature

adaptive 1d numerical Gauss–Kronrod integration in Julia

ParaMonte: Parallel Monte Carlo and Machine Learning Library for Python, MATLAB, Fortran, C++, C.

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

A common interface for quadrature and numerical integration for the SciML scientific machine learning organization

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

Rust Scientific Libary. ODE and DAE (Runge-Kutta) solvers. Special functions (Bessel, Elliptic, Beta, Gamma, Erf). Linear algebra. Sparse solvers (MUMPS, UMFPACK). Probability distributions. Tensor calculus.

pure-Julia multidimensional h-adaptive integration

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

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

Header only framework for data analysis in massively parallel platforms.

a small, lightweight crate for numerical integration written in Rust.

Meta.Numerics is library for advanced numerical computing on the .NET platform. It offers an object-oriented API for statistical analysis, advanced functions, Fourier transforms, numerical integration and optimization, and matrix algebra.

Matlab Toolbox for the Numerical Solution of Stochastic Differential Equations