Popularity
7.4
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Activity
8.9
Declining
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Code Quality Rank: L1
Programming language: C++
Tags: Math    

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QuantLib alternatives and related libraries

Based on the "Math" category

  • GLM

    Header-only C++ math library that matches and inter-operates with OpenGL's GLSL math. [MIT]
  • Eigen

    A high-level C++ library of template headers for linear algebra, matrix and vector operations, numerical solvers and related algorithms. [MPL2]
  • CGal

    6.8 10.0 L1 QuantLib VS CGal
    Collection of efficient and reliable geometric algorithms. [LGPL&GPL]
  • ceres-solver

    C++ library for modeling and solving large complicated nonlinear least squares problems from google. [BSD]
  • NT2

    A SIMD-optimized numerical template library that provides an interface with MATLAB-like syntax. [Boost]
  • GMTL

    Graphics Math Template Library is a collection of tools implementing Graphics primitives in generalized ways. [GPL2]
  • LibTomMath

    A free open source portable number theoretic multiple-precision integer library written entirely in C. [PublicDomain & WTFPL] website
  • Vc

    4.5 9.4 L1 QuantLib VS Vc
    SIMD Vector Classes for C++. [BSD]
  • MIRACL

    A Multiprecision Integer and Rational Arithmetic Cryptographic Library. [AGPL]
  • TinyExpr

    tiny recursive descent expression parser, compiler, and evaluation engine for math expressions
  • ExprTK

    The C++ Mathematical Expression Toolkit Library (ExprTk) is a simple to use, easy to integrate and extremely efficient run-time mathematical expression parser and evaluation engine. [CPL]
  • Apophenia

    A C library for statistical and scientific computing [GPL2]
  • blaze

    high-performance C++ math library for dense and sparse arithmetic. [BSD]
  • muparser

    muParser is an extensible high performance math expression parser library written in C++. [MIT]
  • Boost.Multiprecision

    provides higher-range/precision integer, rational and floating-point types in C++, header-only or with GMP/MPFR/LibTomMath backends. [Boost]
  • Wykobi

    A C++ library of efficient, robust and simple to use C++ 2D/3D oriented computational geometry routines. [MIT]
  • Versor

    A (fast) Generic C++ library for Geometric Algebras, including Euclidean, Projective, Conformal, Spacetime (etc).
  • Xerus

    A general purpose library for numerical calculations with higher order tensors, Tensor-Train Decompositions / Matrix Product States and other Tensor Networks
  • cml

    free C++ math library for games and graphics. [Boost]
  • Armadillo

    A high quality C++ linear algebra library, aiming towards a good balance between speed and ease of use. The syntax (API) is deliberately similar to Matlab. [MPL2]
  • GMP

    A C/C++ library for arbitrary precision arithmetic, operating on signed integers, rational numbers, and floating-point numbers. [LGPL3 & GPL2]

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