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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 |
1.8.11