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by MiloRambaldi
January 5th, 2014, 3:45 am
Forum: Programming and Software Forum
Topic: Please we need to start documenting QuantLib!
Replies: 114
Views: 42640

Please we need to start documenting QuantLib!

<t>QuoteOriginally posted by: outrunQuoteOriginally posted by: renormoutrun,I see your point. It is all about marginal benefit. In general, the marginal return (per time spent) from contributing to mature projects is less compared to working on fresh ideas, unless the said project is something big a...
by MiloRambaldi
December 19th, 2013, 7:18 pm
Forum: Programming and Software Forum
Topic: std::seed_seq
Replies: 3
Views: 6258

std::seed_seq

<t>QuoteOriginally posted by: outrunI like the extension of a seed to go beyond seed(integer), and allow for e.g. seeding of a 1000 byte internal state. Like you I also dislike think the hard-coded 32-bit is strange, but I can imagine that it needs to be standardised in *some* way to make the seed (...
by MiloRambaldi
December 11th, 2013, 8:54 pm
Forum: Programming and Software Forum
Topic: std::seed_seq
Replies: 3
Views: 6258

std::seed_seq

<t>FWIW, I find the whole idea of making "seed sequence generators" part of the the standard misguided (not to mention the hard-coded "32-bit" quantity!).In my opinion the quote is saying that the seed generator may possibly have an internal state, and what is generates can depend both on the ctor i...
by MiloRambaldi
October 20th, 2013, 7:17 pm
Forum: Programming and Software Forum
Topic: Best C++ Numerics Library
Replies: 6
Views: 7313

Best C++ Numerics Library

<t>QuoteOriginally posted by: CuchulainnNAG probably beats all out there. It has C bindings AFAIK and it has been around forever (Fortran). According to information on intel's website NAG uses the Intel MKL for linear algebra on Intel processors (it says for it's "BLAS and LAPACK funtionality"), in ...
by MiloRambaldi
October 17th, 2013, 10:26 pm
Forum: Programming and Software Forum
Topic: C++11 random number generation
Replies: 77
Views: 13310

C++11 random number generation

<r>QuoteOriginally posted by: outrunI'm pretty sure you are talking about the pre C++11 rng?I don't know. Everything in the Polter's link to N3551 looked familiar.QuoteHere is a very good study, it's very easy to run this bigcrunsh test framework yourself to assess the quality of engines. Very exten...
by MiloRambaldi
October 15th, 2013, 10:25 pm
Forum: Programming and Software Forum
Topic: C++11 random number generation
Replies: 77
Views: 13310

C++11 random number generation

<t>QuoteOriginally posted by: outrunQuoteOriginally posted by: CuchulainnQuoteOriginally posted by: outrunQuoteOriginally posted by: CuchulainnQuoteIn the linked doc N3551 and numerous postings on Boost/std random numbers I see static variables all over the place. Do you consider this good practice?...
by MiloRambaldi
October 11th, 2013, 2:29 pm
Forum: Programming and Software Forum
Topic: Linear algebra library for C#
Replies: 14
Views: 9847

Linear algebra library for C#

<r>QuoteOriginally posted by: CuchulainnPossibly the most relevant case (on Sat Aug 22, 2009 2:29 pm) is when C# code calls a distribution from C++ Boost. You need to define a couple of wrapper functions.<URL url="http://www.datasimfinancial.com/forum/viewtopic.php?t=111&postdays=0&postorder...
by MiloRambaldi
October 10th, 2013, 6:19 pm
Forum: Programming and Software Forum
Topic: template template template parameters
Replies: 27
Views: 12560

template template template parameters

<t>QuoteOriginally posted by: CuchulainnQuoteOriginally posted by: MiloRambaldiQuoteOriginally posted by: CuchulainnC++ was not really meant for mathematical data structure like VectorSpace<V, K>. Goal: encapsulate common code! mind you, it has been tried (page 55)looks fine to me...As specification...
by MiloRambaldi
October 10th, 2013, 4:22 pm
Forum: Programming and Software Forum
Topic: template template template parameters
Replies: 27
Views: 12560

template template template parameters

QuoteOriginally posted by: CuchulainnC++ was not really meant for mathematical data structure like VectorSpace<V, K>. Goal: encapsulate common code! mind you, it has been tried (page 55)looks fine to me...
by MiloRambaldi
October 10th, 2013, 3:47 pm
Forum: Programming and Software Forum
Topic: template template template parameters
Replies: 27
Views: 12560

template template template parameters

<r>QuoteOriginally posted by: PolterMilo & Cuch: that code won't compile with Clang or GCC either (tested with development revisions, Clang 3.4 and GCC 4.9), since it's wrong.Thanks for spotting it. I checked the code with codepad, where it actually compiled and ran with no warnings.However, my ...
by MiloRambaldi
October 10th, 2013, 11:40 am
Forum: Programming and Software Forum
Topic: template template template parameters
Replies: 27
Views: 12560

template template template parameters

<t>QuoteOriginally posted by: CuchulainnThere is no unique solution, IMO developers' minds are formed by their previous (academic) background. Sapir-Whorf again. People tend to have a similat solution for many problems.In the case of TTP, my opinion was formed by relatively recent experiences: I tho...
by MiloRambaldi
October 10th, 2013, 2:35 am
Forum: Programming and Software Forum
Topic: template template template parameters
Replies: 27
Views: 12560

template template template parameters

<t>QuoteOriginally posted by: CuchulainnI had a mathematician doing C++ yesterday.1. He actually came up the question whose answer was template template parameter, e.g. how to generalisestd::tuple<T,T,T> Statistics(const st::vector<T>& vec); to any container?->std::tuple<K,K,K> Statistics(const ...
by MiloRambaldi
October 2nd, 2013, 3:45 pm
Forum: Programming and Software Forum
Topic: Linear algebra library for C#
Replies: 14
Views: 9847

Linear algebra library for C#

<t>QuoteOriginally posted by: CuchulainnBTW, MiloDo you use Tuple<t1, t2,..> They can be used as both input and return type and 1) reduce the number of methods needed 2) probably help in uncoupling. Example: in other cases the rooms etc. will be called something else..No, I hadn't noticed a use for ...
by MiloRambaldi
October 1st, 2013, 10:56 pm
Forum: Programming and Software Forum
Topic: Linear algebra library for C#
Replies: 14
Views: 9847

Linear algebra library for C#

<t>QuoteOriginally posted by: CuchulainnQuoteOriginally posted by: madilynQuoteOriginally posted by: MiloRambaldiI need a linear algebra library with good performance (incl. vectorization) that can be called form a C# program.Can anyone suggest alternatives? Since there are many good LA libraries fo...
by MiloRambaldi
September 30th, 2013, 1:39 am
Forum: Programming and Software Forum
Topic: Linear algebra library for C#
Replies: 14
Views: 9847

Linear algebra library for C#

<r>QuoteOriginally posted by: CuchulainnQuoteSince I am not familiar with C++/CLI, the question would be how much work is it to wrap e.g. matrix-vector and matrix-matrix multiplication?The point with C++/CLI is that it supports both native and managed code. This reduces the number of wrappers somewh...
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