/lua-sci

General Purpose Scientific Computing in LuaJIT

Primary LanguageLuaOtherNOASSERTION

Sci

This is a MIT licensed library for general purpose scientific computing with Lua based on LuaJIT.

It is composed of the following sub-modules:

Sub-ModuleDescription
sci.mathspecial mathematical functions
sci.diffautomatic differentiation
sci.algvector and matrix algebra
sci.quadquadrature algorithms
sci.rootroot-finding algorithms
sci.fminfunction minimization algorithms
sci.fmaxfunction maximization algorithms
sci.prngpseudo random number generators
sci.qrngquasi random number generators
sci.statstatistical functions
sci.diststatistical distributions
sci.mcmcMCMC algorithms

The Sci library is part of the SciLua framework which aims to offer a framework for numerical computing which combines the ease of use of scripting languages (Matlab, R, ...) with the high performance of compiled languages (C/C++, Fortran, ...). Please refer to the project's homepage for more information.