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Popular repositories

  1. spline

    c++ cubic spline library

    C++ 98 64

  2. poisson-pde-solve

    2D-Poisson PDE solver u_xx + u_yy = f on a uniform grid

    C++ 2 1

  3. bench

    simple fpu benchmarks


  4. black-scholes-barrier

    Analytic barrier option pricing within the Black-Scholes model


  5. fdm

    finite difference solver for parabolic pde's


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