Hi all,
I am working as a quantitative developer/analyst for a hedge fund. I am keen to develop libraries and to share them (currently in C/C++ and Java/Scala). You can find them on my GitHub portal:
https://github.com/b-io/io.barras
If you are interested about an efficient scientific library, you may try my newly Java library (compatible with Java 6+) that can be used for all sorts of applications notably for performing multi-threaded matrix calculations (currently 30% faster than the available open source libraries). You can check it out on the same GitHub repository:
https://github.com/b-io/io.barras/tree/master/java/jupiter
Note that each project is independent from each other and is under the very permissive MIT License. Let me know if you have any questions on how to use it or suggestions for improvements. I would also be happy to know for which applications you may use it. Personally, I currently use it in quantitative finance for pricing and prediction (machine learning).
Regards,
Florian