vSMC
v3.0.0
Scalable Monte Carlo
|
▼C API | Interfacing with C |
▼Core | |
vsmc::Monitor | |
vsmc::Particle | |
vsmc::Sampler | |
vsmc::StateMatrix | |
vsmc::Weight | |
Enumerators, placeholders and macros | |
▼Random number generating | |
Distribution | |
Intel Math Kernel Library | |
RNG engines | |
Random walk | |
U01 sequence | |
vsmc::Seed | |
Resample algorithms | |
Symmetric multiprocessing | |
▼Utility | |
Aligned memory allocation | |
Covariance | |
HDF5 objects IO | |
Program option | |
Progress | |
Stop watch | |
Configuration | Configuration macros and default values if undefined |
Core | Constructing samplers with operations on the whole particle set |
Enumerators, placeholders and macros | Enumerator, placeholder and macro definitions |
▼Mathematics | Mathematical utilities |
Constants | Mathematical constants |
▼Vector math functions | Math functions on vectors |
Arithmetic functions | |
Exponential and logarithm functions | |
Hyperbolic functions | |
Power root functions | |
Special functions | |
Trigonometric functions | |
▼Random number generating | Random number generating engines and utilities |
AES-NI | Random number generating using AES-NI |
Distribution | Distribution random varaites |
Intel DRNG | Random number generating using Intel RDRAND instructions |
Intel Math Kernel Library | Random number generating using MKL |
Philox | Random number generating using Random123 Philox RNG |
Random walk | Random walk MCMC kernels |
Threefry | Random number generating using Random123 Threefry RNG |
U01 | Converting random integers to uniform floating points |
U01 sequence | Generating ordered uniform random sequence |
▼Random number generating in C and OpenCL | Random number generating in C and OpenCL |
Philox | Random number generating using Random123 Philox RNG |
Threefry | Random number generating using Random123 Threefry RNG |
U01 | Converting random integers to uniform floating points |
Resampling algorithms | Resampling algorithm functor classes |
▼Symmetric multiprocessing | Parallel samplers using multi-threading on SMP architecture |
Intel Threading Building Blocks | Parallel samplers using Intel TBB |
OpenMP | Parallel samplers using OpenMP |
Sequential | Sequential samplers |
Standard library | Parallel samplers using the standard library |
Traits | Trait classes |
▼Utility | Utilities independent of other part of the library |
Aligned memory alignment | Memory allocation with alignment requirement |
Covariance | Covariance matrix estimation and manipulation |
HDF5 objects I/O | Load and store objects in the HDF5 format |
OpenCL | Resource management for OpenCL |
Program option | Process program command line options |
Progress | Display progress while algorithms proceed |
Stop watch | Time measurement |