C++ Classes List

C++ Classes List is a list of several C++ classes for numerical analysis. Here is a short description os them:

  • Derivs - Calculates the first derivative of a single parameter function by using Richardson Extrapolation.
  • Fredholm2nd, Volterra2nd - Classes for solving linear Fredholm and Volterra equations of the second kind.
  • GTri - Class for solving Tridiagonal systems of linear equations.
  • Kalman - A general purpose Kalman filter class for optimal estimation of a dynamical system.
  • KernelND, KernelNDAdaptive - Classes for making kernel estimates of a PDF in N dimensions.
  • Model, Map, Ode, Runge - A family of classes that allows the treatement of iterative maps and ordinary differential equations in a unified manner.
  • MonteIntegrator, Quasi - A Monte Carlo function integrator and its supporting random number generator.
  • MCInv - A library of routines that use Markov Chains for the estimation of: A single element of the inverse of a matrix. A given row of the inverse of a matrix. The solution of x = A x + f ( Matrix A, vectors x and f) for a given row.
  • Seawater, SeaParse -- A pair of classes for handling hydrographic data.
  • Shared - A Unix Shared Memory object base class.
  • SdeInt - A Runge-Kutta like class for integrating systems of Stochastic Differential Equations.
  • SimAnneal - A general purpose Simulated Annealing class, for estimating optimum parameters of complicated functions or systems.

Current Version:   ??

License Type:   Free

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Source Code Availability:


Available Binary Packages:

  • Debian Package:   No
  • RedHat RPM Package:   No
  • Other Packages:   No

Targeted Platforms:

UNIX, and the author also put a great effort in assuring that his software will work with Linux.

Software/Hardware Requirements:

C++ Compiler

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