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SciLua: Scientific Computing with LuaJIT

A complete framework for numerical computing based on LuaJIT which combines the ease of use of scripting languages (MATLAB, R, ...) with the high performance of compiled languages (C/C++, Fortran, ...).

Modules

Sub-ModuleDescription
sci.mathspecial mathematical functions
sci.diffautomatic differentiation
sci.algvector and matrix algebra
sci.quadquadrature algorithms
sci.rootroot-finding algorithms
sci.fminfunction minimization algorithms
sci.fmaxfunction maximization algorithms
sci.prngpseudo random number generators
sci.qrngquasi random number generators
sci.statstatistical functions
sci.diststatistical distributions
sci.mcmcMCMC algorithms

Install

This module is included in the ULua distribution, to install it use:

upkg add sci

Alternatively, manually install this module making sure that all dependencies listed in the require section of __meta.lua are installed as well (dependencies starting with clib_ are standard C dynamic libraries).

Documentation

Refer to the official documentation.

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SciLua: Scientific Computing with LuaJIT

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