Numerical methods
- Live
Twelve layered libraries: linear algebra and automatic differentiation; optimization; differential equations with sensitivities; statistics, estimation and filtering; stochastic processes and Monte Carlo; signals; graphical models; control; decision analysis; surrogates; and uncertainty quantification. Every method works with the base installation; optional packages add speed, not capability. GPU acceleration is used when a GPU is available.
52 reference results captured from established toolchains and checked in tests