SciLua

SciLua is a high-performance numerical computing framework built on LuaJIT, aimed at users who need the simplicity of scripting languages like MATLAB or R and the speed of compiled languages such as C/C++ or Fortran. It provides a comprehensive scientific computing library for tasks such as linear algebra, statistics, quadrature, random number generation, MCMC, and automatic differentiation, complemented with syntax extensions for more natural numerical expressions. SciLua is suitable for researchers, engineers, data scientists, and anyone in need of efficient numerical computation within the Lua ecosystem.