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vSMC
v3.0.0
Scalable Monte Carlo
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| ▼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 |
1.8.11