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A lightweight C++ and Python library for finance, statistics and linear algebra.
Finance features include compound rate present/future value, annuity, various present/future value coefficients ...
Statistics features include mean, median, variance, standard deviation, covariance, correlation, linear regression, probabilities and random variates of various distributions ...
Linear algebra features include matrix arithmetic, inverse, determinant, rank, linear system solution, lu/qr decomposition, svd, eigen values/vectors ...
And some auxiliary features like random number generators, equation solution, numerical integration, permutation/combination and gcd/lcm etc.
It is aimed to be a convenient and handy toolkit to check out your ideas.
License
GNU Library or Lesser General Public License version 3.0 (LGPLv3)Follow math toolkit
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