R-universe search: topic:finite-difference

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eguidotti

calculus:High Dimensional Numerical and Symbolic Calculus

Efficient C++ optimized functions for numerical and symbolic calculus as described in Guidotti (2022) <doi:10.18637/jss.v104.i05>. It includes basic arithmetic, tensor calculus, Einstein summing convention, fast computation of the Levi-Civita symbol and generalized Kronecker delta, Taylor series expansion, multivariate Hermite polynomials, high-order derivatives, ordinary differential equations, differential operators (Gradient, Jacobian, Hessian, Divergence, Curl, Laplacian) and numerical integration in arbitrary orthogonal coordinate systems: cartesian, polar, spherical, cylindrical, parabolic or user defined by custom scale factors.

Maintained by Emanuele Guidotti. Last updated 2 years ago.

calculus coordinate-systems curl divergence einstein finite-difference gradient hermite hessian jacobian laplacian numerical-derivation numerical-derivatives numerical-differentiation symbolic-computation symbolic-differentiation taylor cpp

47 stars 8.98 score 66 scripts 7 dependents