Tuesday, October 19, 2004
Ding! Ding! Ding! We Have a Winner!
Surprisingly, I have found a library that works almost exactly as I would like. It's called ding, after the author. Despite some style differences, his library is almost perfect. The matrix class is parameterized on type, but not on dimension, which is what I was looking for. It doesn't seem to do any heavy-weight sparse-matrix stuff either. It has nicely defined operators, and some nice output facilities.
Looking around at his site, I see why it probably matches my needs so closely. Yongling Ding is a Finance PhD, and he bills his library as a quantitative finance library. It doesn't seem very complete for that specific task, but even on the basics it's obvious that the main thrust of what we want to do with it is similar.
I wish I'd found it sooner, so I didn't have to implement my own versions of all those functions. So, in an attempt to prevent this horrible fate from befalling another, I am mobilizing my 4 regular readers, and attempting to give him some googlejuice.
Looking around at his site, I see why it probably matches my needs so closely. Yongling Ding is a Finance PhD, and he bills his library as a quantitative finance library. It doesn't seem very complete for that specific task, but even on the basics it's obvious that the main thrust of what we want to do with it is similar.
I wish I'd found it sooner, so I didn't have to implement my own versions of all those functions. So, in an attempt to prevent this horrible fate from befalling another, I am mobilizing my 4 regular readers, and attempting to give him some googlejuice.
Comments:
I'm in the middle of a series right now, but in the interest of gaming Google, I backdated an entry just for you:
http://www.chizang.net/alex/blog/archives/000409.html
Notice how the publish date on that entry is way before yours. I feel like Winston Smith.
/Alex
http://www.chizang.net/alex/blog/archives/000409.html
Notice how the publish date on that entry is way before yours. I feel like Winston Smith.
/Alex
# posted by 
: October 21, 2004 at 1:01 AM
: October 21, 2004 at 1:01 AM
Brilliant! Combined, our googlejuice will rock his world!
Actually, I've been in email contact with Yongling Ding, and he's a cool guy. Turns out Ding will transparently use BLAS to speed up your matrix math if you link against ATLAS, letting you have your cake and eat it too. Totally awesome.
Bonus points for the Orwell reference.
- David
Actually, I've been in email contact with Yongling Ding, and he's a cool guy. Turns out Ding will transparently use BLAS to speed up your matrix math if you link against ATLAS, letting you have your cake and eat it too. Totally awesome.
Bonus points for the Orwell reference.
- David
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# posted by : February 8, 2010 at 5:42 AM
: February 8, 2010 at 5:42 AM