cdslaborg

paramonte

A serial/parallel Monte Carlo and Machine Learning library for Python, MATLAB, Fortran, C++, and C, offering automated, user-friendly, high-performance, and scalable algorithms for scientific inference.

auxil
Published at
Nov 10, 2024
308
Stars
20,082
Download
Synced at
11m ago

Latest release

auxilNov 10, 2024, 05:33 AMPre-release
Downloads slow? Switch the source anytime above

README

Project Overview

ParaMonte is a serial/parallel library of Monte Carlo routines for sampling mathematical density functions and Machine Learning algorithms for scientific inference, with design goals of automation, user-friendliness, accessibility, high-performance, and scalability.

Key Features

  • Full automation: Automated Monte Carlo and Machine Learning simulations
  • Interoperability: Core library supports C, C++, Fortran, MATLAB, and Python
  • High-performance: Meticulously low-level implementation
  • Parallelizability: OpenMP and MPI support with zero parallel-coding effort
  • Zero-dependence: No external library dependencies
  • Fully-deterministic reproducibility: Automatic restart functionality

Target Audience

  • Data scientists and machine learning engineers
  • Computational physics and statistical modeling researchers
  • Developers who need high-performance Monte Carlo simulations

Quick Start

  1. Download prebuilt libraries from Releases
  2. Follow QUICKSTART.md
  3. Or build from source

Core Advantages

  • Zero parallel-coding effort required
  • Zero external dependencies
  • Multi-language support

System Requirements

  • OS: Cross-platform (Windows, Linux, macOS)
  • Architectures: x86_64, arm64

Release history

Sort