Serving the Quantitative Finance Community

## Search found 63998 matches

February 12th, 2005, 7:07 pm
Forum: Programming and Software Forum
Topic: Coding to excess
Replies: 6
Views: 161603

### Coding to excess

<t>Dominic,You'll like this one. It is the last section of a s/w req. doc for a critical long-term network app.What do you think?----------------- 5.3 Quality CharacteristicsAs was documented in the previous section, quality characteristics are not specified quantitatively. Therefore nothing sensibl...
February 12th, 2005, 6:57 pm
Forum: Off Topic
Topic: .
Replies: 45
Views: 163776

### .

> macroeconomic theories of Sharon Stone.She could tell me her macro economic theories any time
February 12th, 2005, 6:45 pm
Forum: Technical Forum
Topic: Inverting Tridiagonal Matrix
Replies: 19
Views: 161575

### Inverting Tridiagonal Matrix

<t>QuoteOriginally posted by: hennyQuote For a tridiag matrtix you need 3 arrays (upp, low, diag) and all the other matrix elemenst are zero. LU = Lower Upper decompositionIf you store in (upp. low. diag) format, how are you going to do your matrix vector multiplication? I think you mean something l...
February 12th, 2005, 5:14 pm
Forum: Technical Forum
Topic: Inverting Tridiagonal Matrix
Replies: 19
Views: 161575

### Inverting Tridiagonal Matrix

<t>QuoteOriginally posted by: henny> hunting: > Cuchulainn: With LU all you need is 3 arrays.Could you elaborate on this?And have a nice weekend!For a tridiag matrtix you need 3 arrays (upp, low, diag) and all the other matrix elemenst are zero. LU = Lower Upper decompositionThus Ax = b is (LU)x = b...
February 12th, 2005, 5:10 pm
Forum: Programming and Software Forum
Topic: Observations on C++: what's up?
Replies: 30
Views: 164662

### Observations on C++: what's up?

<t>> On the one hand, learning new languages opens up new possibilities and new ideas that you might be able > to exploit in your language of choiceLuigi,A good response in detail.I find this to be a very valid remark. I am myself working on s/w where I do not want classes but I clone my objects fro...
February 12th, 2005, 5:02 pm
Forum: Numerical Methods Forum
Topic: Finite difference - CFD technique
Replies: 525
Views: 272338

### Finite difference - CFD technique

And Jim Douglas wrote ADI in 1955, amazing! (Sammus, you probabably were not born yet
February 12th, 2005, 11:36 am
Forum: Technical Forum
Topic: Inverting Tridiagonal Matrix
Replies: 19
Views: 161575

### Inverting Tridiagonal Matrix

> Gauss-Jordan, and it is called so many times that my optimizer was just chokingDid you build a matrix object in memory? With LU all you need is 3 arrays.
February 12th, 2005, 11:29 am
Forum: Off Topic
Topic: how to recruit terrorists or whatever: spread pessimism and desolation among the impressionable
Replies: 37
Views: 161122

### how to recruit terrorists or whatever: spread pessimism and desolation among the impressionable

<t>To recruit people to commit terrorist acts is very easy. You just have to brainwash people into believing that some other group is their enemy and wants to destroy them. There are two target groups, those who have nothing and those who are afraid they will have nothing.It was 60 years ago today (...
February 11th, 2005, 4:13 pm
Forum: Programming and Software Forum
Topic: Observations on C++: what's up?
Replies: 30
Views: 164662

### Observations on C++: what's up?

Dominic, RobertWe should try to entice/coax people in this site to give ideas.Anyone wlling to give it a go?
February 11th, 2005, 4:10 pm
Forum: Technical Forum
Topic: Inverting Tridiagonal Matrix
Replies: 19
Views: 161575

### Inverting Tridiagonal Matrix

QuoteOriginally posted by: daveangelto be honest the fortran thing was the first result in the google that looked interesting .. i am not advocating its resurrection.OK.
February 11th, 2005, 2:41 pm
Forum: Technical Forum
Topic: Inverting Tridiagonal Matrix
Replies: 19
Views: 161575

### Inverting Tridiagonal Matrix

<t>QuoteOriginally posted by: daveangelenough already with C++ Daveangel,Yes there are lots of C++ posts at the moment! And not all from me.I think that pointing Hunting in the direction of Fortran is less useful than giving Hunting a reference to C++. Trying to help the chap. If you wish you can pr...
February 11th, 2005, 2:26 pm
Forum: Programming and Software Forum
Topic: Observations on C++: what's up?
Replies: 30
Views: 164662

### Observations on C++: what's up?

<t>QuoteOriginally posted by: DCFC1. C++ originally did not support templates, and these were stuck on as truly dreadful preprocessors that basically took things inside angle brackets doing search and replacement.Was awful.2. Thus a big language like C++ is the lesser of two evils. Daniel and I shar...
February 11th, 2005, 12:37 pm
Forum: Technical Forum
Topic: Inverting Tridiagonal Matrix
Replies: 19
Views: 161575

### Inverting Tridiagonal Matrix

Hunting,At the risk of ... do you have my C++ book? All the code is in there on CD!!!! U can use directly.
February 11th, 2005, 11:00 am
Forum: Careers Forum
Topic: Interview Questions for Math Ph.D.s
Replies: 23
Views: 163260

### Interview Questions for Math Ph.D.s

<t>QuoteOriginally posted by: mathematicianAnyone knows what kind of questions a math phd should expect in a technical interview with a bank or a hedge fund? Any specific math or statistics questions?Some questions from the sidelines .... What is the Crank Nicolson scheme?. Apply it to European and ...
February 11th, 2005, 8:37 am
Forum: Technical Forum
Topic: Inverting Tridiagonal Matrix
Replies: 19
Views: 161575

### Inverting Tridiagonal Matrix

<t>QuoteOriginally posted by: huntingCan anyone suggest a good algorithm for inverting a tridiagonal matrix?ThanksDo you mean finding the solution U of the matrix system AU = fwhere A is a tridiagonal matrix?The technique is called LU decomposition and is documented all over the place, e.g. any nume...