A complete framework for numerical computing based on LuaJIT which combines the ease of use of scripting languages (MATLAB, R, ...) with the high performance of compiled languages (C/C++, Fortran, ...).
| Sub-Module | Description |
|---|---|
sci.math | special mathematical functions |
sci.diff | automatic differentiation |
sci.alg | vector and matrix algebra |
sci.quad | quadrature algorithms |
sci.root | root-finding algorithms |
sci.fmin | function minimization algorithms |
sci.fmax | function maximization algorithms |
sci.prng | pseudo random number generators |
sci.qrng | quasi random number generators |
sci.stat | statistical functions |
sci.dist | statistical distributions |
sci.mcmc | MCMC algorithms |
This module is included in the ULua distribution, to install it use:
upkg add sci
Alternatively, manually install this module making sure that all dependencies listed in the require section of __meta.lua are installed as well (dependencies starting with clib_ are standard C dynamic libraries).
Refer to the official documentation.