GNSTLIB: a new numerical library for the evaluation of mathematical functions

Time: 9:00 - 9:20  We describe the numerical library GNSTLIB, a new ongoing project for the fast and accurate computation of mathematical functions in double precision floating-point arithmetic. GNSTLIB is a C++11 library... [ view full abstract ]

Time: 9:00 - 9:20  

We describe the numerical library GNSTLIB, a new ongoing project for the fast and accurate computation of mathematical functions in double precision floating-point arithmetic. GNSTLIB is a C++11 library with wrappers for the major programming languages used in scientific computing, such as Fortran, C and Python. GNSTLIB will provide support to R and Julia in future releases. GNSTLIB implements vectorized versions of all the routines, thus taking advantage of multi-core processors. Future releases of the library will expand the available set of routines to related numerical problems such as, for example, the evaluation and inversion of statistical distributions.