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C++ templates for numerical computation
victorliu/Templated-Numerics
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What it is ---------- A collection of C++ templates for numerical computation. Examples of what you might use it for ------------------------------------- Linear algebra on arbitrary fields, plane geometry with fixed point arithmetic, automatically differentiated FFT output. The combinations are endless. What this is not ---------------- This code is not meant to be the fastest. The use of templates necessitates certain tradeoffs in how numerical algorithms are coded in order to accomodate the most types. Practical performance and convergence considerations also necessitate algorithmic modifications that prevent a fully generic type specialization. It is hoped that the balance achieved is simply generally useful. Unique features --------------- * Single file, header-only FFT implementation * Templated arbitrary dimensional integration * Toeplitz matrix inversion in O(n^2) time * Templated BLAS * Specialized templates for interfacing to standard numerical packages * Automatically differentiated matrix/vector classes License ------- Unless otherwise specified, all source is under the WTFPL, listed below. For example, an exception is the FFT implementation, which was taken from Kiss FFT, which has certain source restrictions. The headers do not contain this text; I would hope the reason is obvious. DO WHAT THE FUCK YOU WANT TO PUBLIC LICENSE Version 2, December 2004 Copyright (C) 2009 Victor Liu Everyone is permitted to copy and distribute verbatim or modified copies of this license document, and changing it is allowed as long as the name is changed. DO WHAT THE FUCK YOU WANT TO PUBLIC LICENSE TERMS AND CONDITIONS FOR COPYING, DISTRIBUTION AND MODIFICATION 0. You just DO WHAT THE FUCK YOU WANT TO.
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