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config: standard configuration for CMake
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numerical integration
- simpson_1d - 1D Integration by Simpson rule
- simpson_2d - 2D Integration by Simpson rule
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log-sum-exp: basic arithmetic of huge (or tiny) numbers
- exp_number
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math: mathematical utilities
- power2, power3, power4, power6 - integral power of a variable
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integrator: initial value problem of ordinary differential equations
- euler - Euler method
- rk2 - 2nd order Runge-Kutta method
- rk3 - 3nd order Runge-Kutta method
- rk4 - 4nd order Runge-Kutta method
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optimization:
- bisection - find zero of 1D function by bisection method
- golden_section - find (local) minimum of 1D function by golden-secion method
- nelder_mead - find (local) minimum of arbitrary dimansional function by Nelder-Mead method
- newton - Newton-Raphson method for finding zero of 1D and higher-D functions
- mccormick - McCormick function
- rastrigin - Rastrigin function
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statics
- accumulator - estimate central moments and cumulants of random samples
- moment
- histogram - basic histogram
- bernoulli_distribution - Bernoulli distribution
- normal_distribution - Normal distribution
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timer: a simple timer class (similar to boost.timer)