Open-source alternatives to Mathnet Numerics

ArrayFire is a hardware-agnostic compute framework and JIT-compiled tensor engine designed for high-performance numerical computing. It serves as a GPU numerical computing library and parallel signal processing toolkit that abstracts hardware backends, allowing the same codebase to execute across various GPU architectures and CPUs. The project distinguishes itself through a JIT engine that uses expression compilation to fuse operations and minimize memory overhead. It employs a deferred execution graph to optimize computation chains and provides interoperability primitives to share data and e

This library is a JavaScript-based numerical analysis tool designed to perform complex mathematical operations directly within web browser environments. It provides a comprehensive suite of algorithms for linear algebra, matrix manipulation, and equation solving, enabling data-intensive computations to occur locally without requiring server-side processing. The project distinguishes itself by offering a specialized computational engine that handles advanced mathematical tasks such as gradient-based function optimization and iterative numerical approximation. By utilizing quadrature-based inte

This project is a scientific computing framework for the .NET ecosystem, providing a comprehensive suite of libraries for numerical analysis, statistics, and mathematical optimization. It serves as a foundational toolkit for developing applications in machine learning, digital signal processing, and computer vision. The framework provides specialized toolkits for training and deploying predictive models, including neural networks, support vector machines, and decision trees. It further distinguishes itself with deep integrations for real-time visual analysis, such as object tracking and facia

xtensor is a C++ multidimensional array library for numerical computing that provides N-dimensional containers with an interface mirroring the NumPy API. It utilizes a lazy evaluation expression engine to defer numerical computations until assignment, which minimizes memory allocations and intermediate copies. The library features a foreign memory array adaptor that allows it to wrap external buffers, such as NumPy arrays, to perform numerical operations in-place without duplicating data. It further optimizes performance through lazy broadcasting and a system that manages the lifetime of temp

numbers.js is a comprehensive mathematics library for JavaScript that provides a collection of advanced functions for scientific computing and data analysis. It is designed to handle complex mathematical operations through a modular architecture, offering tools for calculus, statistics, linear algebra, and prime number analysis. The library distinguishes itself by providing explicit control over numerical precision, allowing users to define error thresholds and manage decimal accuracy to mitigate rounding discrepancies. This focus on precision is paired with a suite of computational tools tha

quant-wiki is a comprehensive knowledge base and structured reference for quantitative finance, financial engineering, and algorithmic trading. It serves as a centralized library of documentation covering mathematical models, financial instruments, and systematic trading strategies. The project integrates AI-driven capabilities through a modular retrieval-augmented generation framework that extracts structured data from research papers and news. It features a multi-agent workflow engine designed to discover and validate predictive alpha factors, alongside tools for local large language model

This project is a collection of foundational machine learning algorithms and data science tools implemented in Python. It focuses on building the logic of these tools using basic programming primitives rather than relying on specialized libraries. The implementation covers several core domains, including a linear algebra library for matrix and vector operations, a statistical analysis toolkit for probability and hypothesis testing, and a framework for map-reduce distributed processing. It also includes implementations for natural language processing, graph theory for network analysis, and var

H2 is a JDBC-compliant relational database management system written in Java. It functions as an embeddable SQL database that can run directly within an application process to remove network latency, or as an in-memory database for high-performance volatile storage. It also includes a web-based console for executing SQL commands and administering schemas. The system is characterized by its flexible deployment modes, including a standalone server mode for remote TCP/IP access and a mixed mode for simultaneous local and remote connectivity. It features a dialect emulation layer and compatibilit

LAPACK is a comprehensive library of Fortran routines designed for high-performance numerical analysis and linear algebra. It serves as a foundational scientific computing framework, providing standardized procedures for solving systems of linear equations, eigenvalue problems, and least squares approximations. The library distinguishes itself through a hierarchical routine abstraction that organizes mathematical operations into distinct levels of complexity. It utilizes block-partitioned matrix algorithms and a column-major memory layout to optimize data locality and hardware efficiency. By

Drake is a robotics simulation framework and control system modeling tool used for designing, simulating, and verifying the dynamics of complex robotic systems. It functions as a multibody dynamics simulator and a mathematical optimization library, providing a suite of algorithms for trajectory optimization and the simulation of articulated robots. The framework is distinguished by its block-diagram system for composing dynamical subsystems and its ability to formulate and solve diverse mathematical programs, including linear, quadratic, and nonconvex nonlinear problems. It supports specializ

NumCpp is a C++ framework and numerical computing library that provides a toolkit for multi-dimensional array management and mathematical routines. It functions as a C++ implementation of the NumPy ecosystem, offering a scientific computing framework for managing tensors and performing complex algebraic equations. The project enables high-performance array manipulation within a C++ environment without relying on a Python runtime. It distinguishes itself by providing a NumPy-like interface for executing linear algebra, managing multi-dimensional data structures, and performing numerical proces

GluonTS is a probabilistic time series library and deep learning forecasting framework. It provides a toolkit for building, training, and evaluating neural network architectures that predict future values as probability distributions to quantify uncertainty. The project distinguishes itself by supporting zero-shot forecasting and integrating diverse modeling approaches, including deep probabilistic neural networks and wrappers for external statistical libraries such as Prophet and R forecast. It implements specialized architectural primitives like causal convolutions and invertible residual n

This project is a structured learning curriculum and technical reference for mastering deep learning with TensorFlow. It provides a comprehensive guide for building, training, and deploying neural networks, combining theoretical fundamentals with practical implementation examples. The repository distinguishes itself by covering the end-to-end machine learning workflow, from low-level tensor mathematics and linear algebra to the creation of complex model architectures. It includes specific guidance on developing data pipelines for diverse data types, such as images, text, and time-series seque

This project is a collection of reference implementations for algorithms, mathematics, cryptography, compression, and machine learning written in C#. It serves as an educational library providing standard implementations of sorting, searching, and graph theory algorithms. The repository covers a wide range of computational domains, including combinatorial optimization for constraint satisfaction and scheduling, as well as symmetric and classical cryptographic ciphers. It also provides reference code for lossless data compression techniques and fundamental machine learning primitives such as r

This is a quantitative finance library built on TensorFlow for financial engineering, asset pricing, and risk management. It serves as a financial derivative pricing engine, a model calibration tool, and a hardware-accelerated math library for numerical tasks. The library provides specialized capabilities for pricing financial assets using standard models and American option logic, as well as calibrating pricing models to market data through local volatility. It includes tools for constructing yield curves via bootstrapping algorithms and monotone convex interpolation. The framework covers a

This project is an educational resource and a collection of instructional materials for performing data manipulation and statistical analysis using Python. It provides a comprehensive set of guides and code examples for using the Pandas, NumPy, and Matplotlib libraries to analyze structured data. The resource includes a dedicated guide for reshaping, cleaning, and aggregating tabular data and time series via Pandas, alongside a reference for high-performance vectorized operations and linear algebra using NumPy. It also features tutorials for creating publication-quality charts, distribution p

IronCalc is an XLSX spreadsheet engine and formula evaluator designed to compute numerical expressions and manage workbook structures. It utilizes a logic engine compatible with industry standards to evaluate formulas and manage cell dependencies. The project provides a comprehensive suite of specialized toolkits, including a financial calculation library for bond pricing and net present value, and an engineering math toolkit for complex number arithmetic and Bessel functions. It also features a web-based spreadsheet interface for creating and formatting workbooks. The engine covers a broad

DifferentialEquations.jl is a comprehensive numerical library designed for solving ordinary, stochastic, delay, and algebraic differential equations. It functions as a high-performance solver suite that integrates scientific machine learning, probabilistic programming, and automated differentiation into a unified framework. By leveraging multiple dispatch and symbolic-numeric integration, the library provides a flexible environment for complex mathematical modeling and simulation. The project distinguishes itself through its ability to bridge traditional numerical analysis with modern machine

Ceres Solver is a C++ library for numerical optimization, specializing in non-linear least squares and unconstrained optimization problems. It serves as a framework for automatic differentiation and robust curve fitting, providing tools to solve large-scale mathematical models. The library is distinguished by its bundle adjustment capabilities, which exploit sparse matrix structures to refine 3D scene points and camera parameters. It utilizes dual-number automatic differentiation to compute derivatives of cost functions, removing the need for manual Jacobian derivation. The project covers a

OpenCVSharp is a .NET library that wraps native OpenCV functions, providing C# developers with access to OpenCV's computer vision capabilities through an API that mirrors the native C/C++ style. It serves as a managed wrapper for image processing, feature detection, object detection, and image manipulation tasks, while also handling automatic disposal of unmanaged OpenCV resources like Mat objects to prevent memory leaks in .NET applications. The library enables keypoint detection and descriptor extraction using algorithms such as AKAZE, BRISK, or FAST, with brute-force or FLANN-based matchin

OpenBLAS is a high-performance implementation of the Basic Linear Algebra Subprograms standard designed for numerical computing and matrix operations. It serves as a hardware-accelerated numerical library and optimized math kernel library, providing a computational engine for large-scale matrix multiplication and vector operations. The library distinguishes itself through the use of hand-tuned assembly kernels and SIMD instruction mapping, such as AVX and SVE, to maximize floating-point performance on specific CPU architectures. It features a multi-threaded framework that manages parallel exe

This project is a comprehensive library for numerical linear algebra and scientific computing, designed to provide optimized routines for matrix decomposition, statistical modeling, and high-performance data analysis. It serves as both a toolkit for solving complex linear systems and an educational resource for understanding the fundamental algorithms behind matrix factorizations and numerical solvers. The library distinguishes itself through a focus on randomized numerical linear algebra, utilizing probabilistic algorithms and approximate methods to perform dimensionality reduction and matri

This project is a high-performance numerical computing library designed for large-scale scientific and machine learning workloads. It functions as an automatic differentiation framework and a just-in-time compilation engine, transforming high-level Python code into optimized machine instructions. By enforcing pure functional programming patterns and immutable array semantics, the library ensures that mathematical functions remain compatible with automated graph transformations and symbolic differentiation. The platform distinguishes itself through its distributed array computing capabilities,

Magnum is a C++ middleware suite for cross-platform graphics development and real-time data visualization. It provides a hardware-agnostic rendering layer that translates graphics commands into platform-specific calls, ensuring consistent behavior across different GPU drivers and APIs such as Vulkan. The project focuses on decoupling application logic from underlying hardware through abstract graphics and system utilities. It features a plugin-based resource importer for 3D assets and audio, a hierarchical scene graph for spatial transformations, and a high-performance signal-based event syst

This project is a deep learning implementation library and neural network theory repository. It translates mathematical derivations from textbooks and literature into functional Python code to demonstrate how deep learning algorithms work. The codebase focuses on low-level algorithm implementation by using numerical libraries instead of high-level deep learning frameworks. This approach maps theoretical mathematical proofs to executable functions to verify principles and expose the underlying arithmetic and data flow of neural networks. The project covers the implementation of deep learning

This project is a machine learning educational curriculum and learning platform delivered through interactive Jupyter Notebooks. It serves as a comprehensive guide for mastering the Python data science toolkit, providing structured tutorials for numerical computing, tabular data manipulation, and statistical visualization. The curriculum includes specific implementation guides for Scikit-Learn and a practical course on TensorFlow for constructing, training, and deploying neural networks and computer vision models. It covers the end-to-end process of building predictive models, from initial pr