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
A random collection of c++ tidbits.
I write some code as I go along. Maybe this is useful to anyone. Maybe I will turn some of it into a library at some point.
But not now.
libNT is a Number Theory Library which is based on a BigInteger Class. It will contain several algorithms for solving Number Theory Problems. Written in the IDE Code::Blocks
SimKernel controls parameter scans and iterations for any given C++ code / scientific simulation. Parameters, iteration ranges, settings and dependencies are specified in Mathematica syntax. Parallel processing of parameter scanning via MPI.
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*** There is now an active effort to include a QT-only (no KDE) based IDE for Octave that is part of the main Octave source code. I recommend that you build and test that version of an IDE, as it will be the most supported option going forward. ***
The octavede is a development environment for the Octave mathematical software package. Octave normally is run in a terminal. Octavede provides an GTK/X11 application that provides functionality similar to other mathematical software packages.
LSGTL means LLX’s Static Graph Template Library which is a light-weighted header-only template library developed mainly for static graph analysis. LSGTL is expected to be used in laboratories for research purposes mostly.
a simple software implemented FPU. only 32bit precision is supported and the operation result is not accurate as modern FPUs, but it is light and compact. (uses simple 32bit integer operations only, good for machines that has no hardware FPU.)
NT2 is a multi-platform C++ library providing various template matrix classes that can be used with a Matlab(tm) like syntax whose performances are close to those obtained with hand written C code. NT2 comes with various numerical toolboxes.
A C++ utility library featuring a javascript interpreter, regular expressions, automatic arrays, garbage collection, matrix handling, planar geometry (regions etc) and other useful features. Blends well with STL code.
METIL is a python-like interpreted or compiled language made for speed and generic programming, as in C++ but with static symbolic computations, type propagation, "for" surdefinition. Object orientation is centered on properties, rather than hierarchy.
iVSwap is a simple function which can be used as a library and swaps values between two variables in a mathematical way using a classic Boolean algebra law without the need of a buffer!
The advantages of this technique is speed and portability.
SymDiff is a little command line tool for symbolic differentiation and expression evaluation. Furthermore, the code can be used for the symbolical implementation of certain mathematical algorithms that require derivatives.
A completely portable C++ library,
to provide a standard set of classes similar to Java Common API.
It's highly efficient and it follows the Embedded C++ Standard.
It's FREE (LGPL licensed).
VisualR is a (currently) Windows only C++ GUI programming interface to R.
It allows creating full featured applications that complelely control R and serves as a GUI programming toolkit that can be controlled from inside R code.
libGo is a C++ class library containing all kinds of
things that proved useful to me.
Included are:
- Linear algebra, using LAPACK and CBLAS
- V4L(1) image grabber
- Multithreading
- Image containers (up to 3D)
- Some simple optimisation code
- Python embedding helper
- Matlab interface
- .. and other things, have a look at the HTML documentation!
golib grew over many years, things I had use for have been added now and then.
Some parts are better taken care of than others.
If...