stan-dev/math
The Stan Math Library is a C++ template library for automatic differentiation of any order using forward, reverse, and mixed modes. It includes a range of built-in functions for probabilistic modeling, linear algebra, and equation solving.
GitHub repository with 827 stars and 208 forks.
Language: C++
Topics: stan, stan-math-library, math, automatic-differentiation, sundials, eigen, boost, cpp