vSMC
vSMC: Scalable Monte Carlo
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▼C API | |
Memory allocation | |
Random number generating | |
Register MKL BRNG (`vsmc::mkl_brng`) | |
Resample algorithms | |
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 |
▼C BLAS | Selected C BLAS like routines |
BLAS level 1 routines and functions | |
BLAS level 2 routines | |
Constants | Mathematical constants |
▼Vector math functions | Math functions on vectors |
Arithmetic functions | |
Exponential and logarithm functions | |
Hyperbolic functions | |
Power and 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 RNG |
Philox | Random number generating using Random123 Philox RNG |
Threefry | Random number generating using Random123 Threefry RNG |
U01 | Converting random integers to uniform floating points |
U01 Sequence | Generating ordered uniform random sequence |
Xorshift | Random number generating using the Xorshift algorithm |
▼Random number generating in C and OpenCL | Random number generating in C and OpenCL |
GammaK1 | Generating Gamma(k, 1) random numbers |
Normal01 | Generating Normal(0, 1) random numbers |
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 |
Traits | Trait classes |
▼Utility | Utilities independent of other part of the library |
HDF5 objects IO | Load and store objects in the HDF5 format |
Intel Math Kernel Library | Resource management for Intel Math Kernel Library |
Memory alignment | Memory allocation with alignment requirement |
Program option | Process program command line options |
Progress | Display progress while algorithms proceed |
SIMD | SIMD |
Stop watch | Time measurement |