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ALEPH-w
Data structures and Algorithms library
... that allows to free deleted entries. Dynamic linear hash tables are implemented too. The main algorithms on graphs are implemented in an easy way and with good performance features. Network Flow (maximum and min cost), cut points, topological sort, spanning trees, min paths. etc. The graphs are generic in the sense that they can contain data independent of the algorithm. Several containers of the C++ STL library are implemented with Aleph-w. Their performance is better than GNU implementation -
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Implementation of algorithm from paper 'Numerical Approximation of Option Premia in Displaced-Lognormal Heston Models' by A Dickinson. For code: click link under 'Develop' & checkout via svn or click link under Browse Code->SVN & download tarball
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