High-performance TensorFlow library for quantitative finance.
The Go kernel for Jupyter notebooks and nteract.
Parallel Computing and Scientific Machine Learning (SciML): Methods and Applications (MIT 18.337J/6.338J)
A PyTorch library entirely dedicated to neural differential equations, implicit models and related numerical methods
Fortran Standard Library
Kratos Multiphysics (A.K.A Kratos) is a framework for building parallel multi-disciplinary simulation software. Modularity, extensibility and HPC are the main objectives. Kratos has BSD license and is written in C++ with extensive Python interface.
Python library for arbitrary-precision floating-point arithmetic
Quantitative Interview Preparation Guide, updated version here ==>
Optimize floating-point expressions for accuracy
Grid-based approximation of partial differential equations in Julia
Free and open source software for mathematical and engineering calculations.
A C++ header-only library of statistical distribution functions.
Python package for numerical derivatives and partial differential equations in any number of dimensions.
Probabilistic Numerics in Python.
Scientific computing in Lean 4
Numerical Analysis Implementations in Various Languages
Collected study materials in Numerical Optimization ANU@MATH3514(HPC)
Directory of Fortran codes on GitHub, arranged by topic
The official implementation for Pseudo Numerical Methods for Diffusion Models on Manifolds (PNDM, PLMS | ICLR2022)
PDE-Net: Learning PDEs from Data
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