Numerical Algorithms Group (NAG)

All

29 repositories

dfols
Public
Python-based Derivative-Free Optimizer for Least-Squares
python optimization least-squares scientific-computing numerical-methods numerical-optimization nonlinear-optimization optimization-algorithms numerical-analysis
Python
•
GNU General Public License v3.0
•15•41•8•0•Updated Oct 30, 2024Oct 30, 2024
nagcpp
Public
C++ Interfaces for the NAG Library
C++
•7•18•0•0•Updated Oct 16, 2024Oct 16, 2024
pybobyqa
Public
Python-based Derivative-Free Optimization with Bound Constraints
python optimization scientific-computing numerical-methods numerical-optimization nonlinear-optimization optimization-algorithms numerical-analysis
Python
•
GNU General Public License v3.0
•18•79•11•0•Updated Sep 16, 2024Sep 16, 2024
NAGPythonExamples
Public
Examples and demos showing how to call functions from the NAG Library for Python
root-finding scientific-computing curve-fitting random-number-generators quantitative-finance numerical-methods nonlinear-optimization time-series-analysis surface-fitting correlation-matrix
Jupyter Notebook
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BSD 3-Clause "New" or "Revised" License
•23•61•0•0•Updated Sep 4, 2024Sep 4, 2024
gitlab-mirror-and-ci-action
Public
Github action which manually mirrors a repository to Gitlab and keeps track of Gitlab's CI/CD pipelines.
Shell
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Apache License 2.0
•59•0•0•0•Updated Feb 7, 2024Feb 7, 2024
dfogn
Public
DFO-GN: Derivative-Free Optimization using Gauss-Newton
python optimization least-squares scientific-computing numerical-methods numerical-optimization nonlinear-optimization optimization-algorithms numerical-analysis
Python
•
GNU General Public License v3.0
•7•23•2•1•Updated Jul 31, 2023Jul 31, 2023
NAGJavaExamples
Public
Examples demonstrating the NAG Numerical Library for Java
optimization calibration quantitative-finance trial nonlinear-optimization data-fitting implied-volatility correlation-matrices socp java
Makefile
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BSD 3-Clause "New" or "Revised" License
•3•5•0•0•Updated Mar 21, 2023Mar 21, 2023
2decomp_fft
Public
Fortran
•11•17•2•1•Updated Dec 13, 2022Dec 13, 2022
AzureML_Best_Practice
Public
Reference Implementations of AzureML Workloads with Cost/Performance Best Practice
Jupyter Notebook
•1•3•1•0•Updated May 11, 2022May 11, 2022
NAGPythonLibraryTraining
Public
Hands on exercises and solutions for training in the NAG Library for Python
Jupyter Notebook
•3•7•0•0•Updated Mar 29, 2022Mar 29, 2022
pypop
Public
Python Tools for the POP Metrics
Jupyter Notebook
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Other
•5•12•16•0•Updated Feb 16, 2022Feb 16, 2022
dfbgn
Public
Python solver for large-scale nonlinear least-squares minimization without derivatives
python optimization least-squares scientific-computing numerical-methods numerical-optimization nonlinear-optimization optimization-algorithms numerical-analysis
Python
•
GNU General Public License v3.0
•2•8•2•0•Updated Nov 3, 2021Nov 3, 2021
HighPerformancePythonTraining
Public
Jupyter Notebook
•1•8•0•0•Updated Oct 14, 2021Oct 14, 2021
Ski-LLS
Public
C++
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Other
•1•10•0•0•Updated May 27, 2021May 27, 2021
implied-vol
Public
Python
•35•18•0•0•Updated Apr 24, 2021Apr 24, 2021
spack
Public
A flexible package manager that supports multiple versions, configurations, platforms, and compilers.
Python
•
Other
•2.3k•1•0•0•Updated Nov 16, 2020Nov 16, 2020
bayesian-uq
Public
C++
•
BSD 3-Clause "New" or "Revised" License
•2•2•0•0•Updated Sep 1, 2020Sep 1, 2020
MLFirstSteps_Azure
Public
Tutorial demonstrating how to get started porting an existing Machine Learning application to MS Azure
Python
•2•2•2•0•Updated Aug 26, 2020Aug 26, 2020
dco_cpp
Public
C++
•1•3•0•0•Updated Jun 24, 2020Jun 24, 2020
performance_profiling_examples
Public
Accompanying resources for the NAG webinar and blog series
2•1•0•0•Updated Jan 15, 2020Jan 15, 2020
robinhood-reports
Public
A set of reports for presenting data collected by the Robinhood Policy Engine
PHP
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MIT License
•2•4•7•0•Updated Jul 30, 2019Jul 30, 2019
NAGPython_PyQ
Public
Using the NAG Library for Python with Kdb+ and PyQ
3•1•0•0•Updated Jun 25, 2019Jun 25, 2019
AlgorithmicDifferentiation
Public
C++
•4•5•0•0•Updated May 16, 2019May 16, 2019
The-Role-of-Matrix-Functions
Public
A Jupyter Notebook about using matrix functions with the NAG Library for Python
Jupyter Notebook
•2•1•0•0•Updated Nov 28, 2018Nov 28, 2018
kdb_ffi
Public
q
•2•1•0•0•Updated Sep 14, 2018Sep 14, 2018
LAPACK_Examples
Public
Example programs showing how to call LAPACK driver and computational routines (Fortran double precision)
Fortran
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Other
•17•60•1•0•Updated Jan 30, 2018Jan 30, 2018
mongodb
Public
changepoint analysis for stock prices
Jupyter Notebook
•6•3•0•0•Updated Jan 24, 2017Jan 24, 2017
UCL-Talk-20160311
Public
Talk materials
Jupyter Notebook
•3•2•0•0•Updated Mar 16, 2016Mar 16, 2016
ExcelTraining
Public
Training course on calling the NAG Fortran Library (Mark 25) from Microsoft Excel (2013)
5•1•0•0•Updated Feb 23, 2016Feb 23, 2016