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https://github.com/stepelu/lua-sci

SciLua: Scientific Computing with LuaJIT
https://github.com/stepelu/lua-sci

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SciLua: Scientific Computing with LuaJIT

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README

        

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](http://ulua.io) 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`](__meta.lua) are installed as well (dependencies starting with `clib_` are standard C dynamic libraries).

## Documentation

Refer to the [official documentation](http://scilua.org).