o2scl
Object-oriented Scientific Computing Library
O2scl is a C++ library for object-oriented numerical programming. It includes interpolation, differentiation, integration, roots of polynomials, equation solving, minimization, constrained minimization, Monte Carlo integration, simulated annealing, least-squares fitting, solution of ordinary differential equations, two-dimensional interpolation, Chebyshev approximation, unit conversions, and file I/O with HDF5.
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