vSMC
vSMC: Scalable Monte Carlo
Modules
Here is a list of all modules:
[detail level 123]
 C API
 Memory allocation
 Random number generating
 Random walk
 Register MKL BRNG (`vsmc::mkl_brng`)
 Resample algorithms
 ConfigurationConfiguration macros and default values if undefined
 CoreConstructing samplers with operations on the whole particle set
 Enumerators, placeholders and macrosEnumerator, placeholder and macro definitions
 MathematicsMathematical utilities
 ConstantsMathematical constants
 Vector math functionsMath functions on vectors
 Arithmetic functions
 Exponential and logarithm functions
 Hyperbolic functions
 Power and root functions
 Special functions
 Trigonometric functions
 Random number generatingRandom number generating engines and utilities
 AES-NIRandom number generating using AES-NI
 DistributionDistribution random varaites
 Intel DRNGRandom number generating using Intel RDRAND instructions
 Intel Math Kernel LibraryRandom number generating using MKL RNG
 PhiloxRandom number generating using Random123 Philox RNG
 Random walkRandom walk MCMC kernels
 ThreefryRandom number generating using Random123 Threefry RNG
 U01Converting random integers to uniform floating points
 U01 SequenceGenerating ordered uniform random sequence
 XorshiftRandom number generating using the Xorshift algorithm
 Random number generating in C and OpenCLRandom number generating in C and OpenCL
 PhiloxRandom number generating using Random123 Philox RNG
 ThreefryRandom number generating using Random123 Threefry RNG
 U01Converting random integers to uniform floating points
 Resampling algorithmsResampling algorithm functor classes
 Symmetric MultiprocessingParallel samplers using multi-threading on SMP architecture
 Intel Threading Building BlocksParallel samplers using Intel TBB
 OpenMPParallel samplers using OpenMP
 SequentialSequential samplers
 TraitsTrait classes
 UtilityUtilities independent of other part of the library
 CovarianceCovariance matrix estimation and manipulation
 HDF5 objects IOLoad and store objects in the HDF5 format
 Intel Math Kernel LibraryResource management for Intel Math Kernel Library
 Memory alignmentMemory allocation with alignment requirement
 Program optionProcess program command line options
 ProgressDisplay progress while algorithms proceed
 SIMDSIMD
 Stop watchTime measurement