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The Caml Hump: General purpose libraries :: Numeric computation

Bindings with Fortran libraries
CamlFloat [22-Jan-2004, version 0.1] Has a documentationHas a tutorial
An interface to the Lapack and Blas Fortran libraries which aims to improve the clarity and efficiency of numerical algorithms implemented in OCaml.
Native OCaml libraries
Contfrac [31-Mar-2004, version alpha-1, Alpha]
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.
Author: Thomas Baruchel.
Bindings with C libraries
Creal [07-Nov-2005, version 0.7, Beta]
An exact real arithmetic module for OCaml.
Bindings with C libraries
FFTW [14-May-2002, Beta] Has a documentation
An interface to the FFTW library.
Bindings with C libraries
FFTW-GEL [03-Mar-2003, version 1.2.1, Stable]
FFTW-GEL is an architecture-specific version of FFTW.
Author: Stefan Kral.
Bindings with C libraries
l-bfgs [04-Jul-2011, version 0.5, Beta]
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 with Fortran libraries
LACAML [09-Aug-2001, version 7.0.7, Stable]
This OCaml-library interfaces the BLAS-library (Basic Linear Algebra Subroutines) and LAPACK-library (Linear Algebra routines), which are written in FORTRAN.
Author: Markus Mottl.
Native OCaml libraries
Luo [12-Dec-2002, version 2.1, Stable] Has a documentation
A system written in Caml and Maple to perform average-case complexity analysis of algorithms.
Native OCaml libraries
Mathlib [20-Nov-2003, version 0.11.0, Beta] Has a documentation
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.
Author: Shawn Wagner.
Mathplot [01-Oct-2001, version 0.8.4, Beta] Has a documentation
A GUI frontend for interactive graphing of functions. It also has a program to generate PostScript output.
Bindings with C libraries
MLGMP [23-Nov-2002, version 0.13, Beta]
An extended precision computation library (integers, rationals, floats) in OCaml.
Author: David Monniaux.
Bindings with C libraries
Numerix [03-Jul-2006, version 0.22, Beta] Has a documentation
Numerix is a library implementing arbitrary long signed integers and the usual arithmetic operations between these numbers.
Author: Michel Quercia.
Bindings with C libraries
ocaml-fastrandom [29-Aug-2011, version 0.0.2, Beta]
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.
Author: Sylvain Le Gall.
Bindings with C libraries
ocaml-glpk [26-Sep-2005, version 0.1.3, Beta]
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.
Author: Samuel Mimram.
Bindings with C libraries
ocamlgsl [16-Feb-2004, version 0.4.0, Beta]
A wrapper for GSL, the GNU Scientific Library.
Author: Olivier Andrieu.
Bindings with C libraries
OCamlmex [02-May-2002]
An OCaml/Matlab interface.
Author: Maurice Bremond.
Native OCaml libraries
Overflow [08-Nov-2002, Beta]
A module redefining common operations and raising an exception in case of overflow.
Scientific software
PsiLAB [02-Nov-2001, version 2.0, Stable] Has a documentation
Scientific and numerical research environment.
Author: Stefan Bosse.
Bindings with C libraries
Zarith [17-Apr-2012, version 1.1, Stable]
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.
Author: Xavier Leroy.