📐 Numerical integration (quadrature, cubature) in Python
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Updated
Apr 4, 2023
📐 Numerical integration (quadrature, cubature) in Python
pure-Julia multidimensional h-adaptive integration
One- and multi-dimensional adaptive integration routines for the Julia language
Library for multidimensional numerical integration with four independent algorithms: Vegas, Suave, Divonne, and Cuhre.
Python library for numerical integration, interpolation, and differentiation on (molecular) grids.
Kalman filters - linear and nonlinear (unscented, cubature, square root and hybride versions)
Port of the multi-dimensional adaptive integration library cubature to C++.
Markov Chain Cubature via JAX. Efficient SDE solving and Bayesian inference.
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