A large scale non-linear optimization library

MATLAB implementations of a variety of nonlinear programming algorithms.

Quantum Lattice Model Simulator Package

MATLAB package of iterative regularization methods and large-scale test problems. This software is described in the paper "IR Tools: A MATLAB Package of Iterative Regularization Methods and Large-Scale Test Problems" that will be published in Numerical Algorithms, 2018.

OptimKit: A blissfully ignorant Julia package for gradient optimization

Implementation of ConjugateGradients method using C and Nvidia CUDA

PyTorch implementation of Hessian Free optimisation

Library of High Precision Sparse Matrix Operations Accelerated by SIMD

PyTorch implementation of the Hessian-free optimizer

Improved version of real-time physics engine that couples FEM-based deformables and rigid body dynamics

DirectX 11 Poisson solvers using Jacobi iteration, conjugate gradient, and multi-grid method respectively.

Modern Fortran sparse linear systems solver

Density Functional Theory with plane waves basis, applied on a 'quantum dot'. Volumetric visualization of orbitals with VTK

Sparse Spectrum Gaussian Process Regression

General Purpose Optimization in R using C++: provides a unified C++ wrapper to call functions of the algorithms underlying the optim() solver

Conjugate Gradient method (CG)

A set of useful algebraic preconditioners for iterative numerical linear-algebraic methods.

Source code for the CPU-Free model - a fully autonomous execution model for multi-GPU applications that completely excludes the involvement of the CPU beyond the initial kernel launch.

Sparse matrix linear equation solver, using the Conjugate Gradient algorithm

A simple C++ library of Krylov subspace methods for solving linear systems