Vector and Matrix Computations

Tom Hyer

Chapter 4 in Derivatives Algorithms:Volume 1: Bones, 2015, pp 47-69 from World Scientific Publishing Co. Pte. Ltd.

Abstract: Linear algebra, especially matrix decompositions, and efficient computation with arrays are constant necessities. By carefully structuring the interfaces of these routines, we can write more flexible and safer code.

Keywords: Derivatives; Quantitative; Numerical; Code Generation; C++; C++11; Algorithms; Coding; Protocols; Interfaces; Persistence; Indices; Underdetermined; Multiple Dispatch; Extensibility (search for similar items in EconPapers)
Date: 2015
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