libstopt5
library for stochastic optimization problems (shared library)
The STochastic OPTimization library (StOpt) aims at providing tools in C++ for
solving some stochastic optimization problems encountered in finance or in the
industry. Different methods are available:
- dynamic programming methods based on Monte Carlo with regressions (global,
local, kernel and sparse regressors), for underlying states following some
uncontrolled Stochastic Differential Equations;
- dynamic programming with a representation of uncertainties with a tree:
transition problems are here solved by some discretizations of the commands,
resolution of LP with cut representation of the Bellman values;
- Semi-Lagrangian methods for Hamilton Jacobi Bellman general equations for
underlying states following some controlled Stochastic Differential
Equations;
- Stochastic Dual Dynamic Programming methods to deal with stochastic stock
management problems in high dimension. Uncertainties can be given by Monte
Carlo and can be represented by a state with a finite number of values
(tree);
- Some branching nesting methods to solve very high dimensional non linear
PDEs and some appearing in HJB problems. Besides some methods are provided
to solve by Monte Carlo some problems where the underlying stochastic state
is controlled.
For each method, a framework is provided to optimize the problem and then
simulate it out of the sample using the optimal commands previously computed.
Parallelization methods based on OpenMP and MPI are provided in this
framework permitting to solve high dimensional problems on clusters.
The library should be flexible enough to be used at different levels depending
on the user's willingness.
libmumps-seq-5.6
Direct linear systems solver - non-parallel shared libraries
MUMPS implements a direct solver for large sparse linear systems, with a
particular focus on symmetric positive definite matrices. It can
operate on distributed matrices e.g. over a cluster. It has Fortran and
C interfaces, and can interface with ordering tools such as Scotch.
libbox2d2
2D physics engine
2D rigid body simulation library for games. Programmers can use it in
their games to make objects move in believable ways and make the world
seem more interactive. From the game's point of view a physics engine is
just a system for procedural animation. Rather than paying (or begging)
an animator to move your actors around, you can let Sir Isaac Newton do
the directing.
libgfortran-11-dev-armel-cross
Runtime library for GNU Fortran applications (development files)
This package contains the headers and static library files needed to build
GNU Fortran applications.
libgfortran-11-dev-i386-cross
Runtime library for GNU Fortran applications (development files)
This package contains the headers and static library files needed to build
GNU Fortran applications.