The Caml Hump: General purpose libraries :: Numeric computation

FFTW-GEL is an architecture-specific version of FFTW.

An OCaml module for performing exact arithmetic on real numbers by representing them as continued fractions. It implements the well-known algorithm described by R.W. Gosper (see reference below). The continued fractions are lazy evaluated (eventually infinite) lists. Basic arithmetic operations as well as many transcendent functions are available.

An exact real arithmetic module for OCaml.

This OCaml-library interfaces the BLAS-library (Basic Linear Algebra Subroutines) and LAPACK-library (Linear Algebra routines), which are written in FORTRAN.

Mathlib is a collection of hopefully-useful functions for working with floats, Complex numbers, and random numbers. It has the basic math functions added to the C99, trigonometric functions for complex numbers, the Mersenne Twister random number generator, and modules for generating random numbers in a variety of distributions.

An extended precision computation library (integers, rationals, floats) in OCaml.

A random number generator compatible with standard library Random module (pre OCaml 3.12). It contains C code to speed up generation and a function to skip a lot of numbers at once. Benchmarks show a 3 fold increase in speed for generating random numbers.

The Zarith library implements arithmetic and logical operations over arbitrary-precision integers. It uses GMP to efficiently implement arithmetic over big integers. Small integers are represented as Caml unboxed integers, for speed and space economy.

L-BFGS is a limited-memory quasi-Newton code for bound-constrained optimization. It is a binding to http://users.eecs.northwestern.edu/~nocedal/lbfgsb.html

Bindings to GLPK (GNU Linear Programming Kit) which is a package intended for solving large-scale linear programming (LP), mixed integer programming (MIP), and other related problems.

Scientific and numerical research environment.

An interface to the Lapack and Blas Fortran libraries which aims to improve the clarity and efficiency of numerical algorithms implemented in OCaml.

An interface to the FFTW library.

A system written in Caml and Maple to perform average-case complexity analysis of algorithms.

A GUI frontend for interactive graphing of functions. It also has a program to generate PostScript output.

Numerix is a library implementing arbitrary long signed integers and the usual arithmetic operations between these numbers.

A wrapper for GSL, the GNU Scientific Library.

An OCaml/Matlab interface.

A module redefining common operations and raising an exception in case of overflow.