Software

Open software from the group for scalable numerical methods and data science, including Gaussian processes, matrix approximation, eigensolvers, preconditioning, and scientific computing.

HiGP

A high-performance Gaussian process package with a Python interface and C++ computational core.

Gaussian ProcessesC++Python

Nonlinear Acceleration Methods

A collection of nonlinear acceleration methods for data science and scientific computing applications, written in Python and MATLAB.

OptimizationPythonMATLAB

H2Pack with Data-Driven Sampling

Hierarchical matrix construction based on data-driven sampling, with linear-complexity matrix-vector products for general kernel matrices and an adaptive factorized Nystrom preconditioner.

Kernel MatricesLow-Rank Methods

Eigenvalues Slicing Library

EVSL computes eigenvalues and eigenvectors in prescribed intervals for real symmetric standard or generalized eigenvalue problems using spectrum slicing and filtered methods.

EigensolversSpectrum Slicing

ParGeMSLR

An MPI-based C++ package for solving large sparse linear systems with a parallel generalized multilevel Schur low-rank preconditioner.

Sparse Linear SystemsMPIC++