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| numerical recipes c++ code download: Numerical Recipes in C William H. Press, Brian P. Flannery, Saul A. Teukolsky, William T. Vetterling, 1992-10-30 The product of a unique collaboration among four leading scientists in academic research and industry, Numerical Recipes is a complete text and reference book on scientific computing. In a self-contained manner it proceeds from mathematical and theoretical considerations to actual practical computer routines. With over 100 new routines bringing the total to well over 300, plus upgraded versions of the original routines, the new edition remains the most practical, comprehensive handbook of scientific computing available today. |
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| numerical recipes c++ code download: Numerical Recipes Example Book (C++) William T. Vetterling, 2002-02-07 Contains C++ source programs that exercise and demonstrate all of the subroutines, procedures, and functions in Numerical Recipes in C++. |
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| numerical recipes c++ code download: Programming for Computations - Python Svein Linge, Hans Petter Langtangen, 2016-07-25 This book presents computer programming as a key method for solving mathematical problems. There are two versions of the book, one for MATLAB and one for Python. The book was inspired by the Springer book TCSE 6: A Primer on Scientific Programming with Python (by Langtangen), but the style is more accessible and concise, in keeping with the needs of engineering students. The book outlines the shortest possible path from no previous experience with programming to a set of skills that allows the students to write simple programs for solving common mathematical problems with numerical methods in engineering and science courses. The emphasis is on generic algorithms, clean design of programs, use of functions, and automatic tests for verification. |
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| numerical recipes c++ code download: Numerical Methods for Scientists and Engineers Richard Wesley Hamming, 1962 |
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| numerical recipes c++ code download: Scientific and Engineering C++ John J. Barton, Lee R. Nackman, 1994 Highlights: builds on knowledge of both FORTRAN and C, the languages most familiar to scientists and engineers; systematically treats object-oriented programming, templates, and the C++ type system; relates the C++ programming process to expressing commonality in the design and implementation of programs; describes how to use existing FORTRAN and C subroutine libraries to implement C++ classes; introduces advanced techniques coordinating templates, inheritance, virtual function interfaces, and exceptions in substantive examples; provides examples, including an extensive family of array classes, smart pointers, class wrappers for LAPACK, classes for abstract algebra and dimensional analysis, function objects, exploiting existing C and FORTRAN libraries, automatic differentiation, and data analysis via nonlinear least squares using the singular value decomposition; and references key sources of new programming ideas and C++ programming techniques. |
| numerical recipes c++ code download: Introduction to C++ for Financial Engineers Daniel J. Duffy, 2013-10-24 This book introduces the reader to the C++ programming language and how to use it to write applications in quantitative finance (QF) and related areas. No previous knowledge of C or C++ is required -- experience with VBA, Matlab or other programming language is sufficient. The book adopts an incremental approach; starting from basic principles then moving on to advanced complex techniques and then to real-life applications in financial engineering. There are five major parts in the book: C++ fundamentals and object-oriented thinking in QF Advanced object-oriented features such as inheritance and polymorphism Template programming and the Standard Template Library (STL) An introduction to GOF design patterns and their applications in QF Applications The kinds of applications include binomial and trinomial methods, Monte Carlo simulation, advanced trees, partial differential equations and finite difference methods. This book includes a companion website with all source code and many useful C++ classes that you can use in your own applications. Examples, test cases and applications are directly relevant to QF. This book is the perfect companion to Daniel J. Duffy’s book Financial Instrument Pricing using C++ (Wiley 2004, 0470855096 / 9780470021620) |
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| numerical recipes c++ code download: Numerical Methods for Large Eigenvalue Problems Yousef Saad, 2011-05-26 This revised edition discusses numerical methods for computing the eigenvalues and eigenvectors of large sparse matrices. It provides an in-depth view of the numerical methods that are applicable for solving matrix eigenvalue problems that arise in various engineering and scientific applications. Each chapter was updated by shortening or deleting outdated topics, adding topics of more recent interest and adapting the Notes and References section. Significant changes have been made to Chapters 6 through 8, which describe algorithms and their implementations and now include topics such as the implicit restart techniques, the Jacobi-Davidson method and automatic multilevel substructuring. |
| numerical recipes c++ code download: Numerical Methods that Work Forman S. Acton, 2020-07-31 |
| numerical recipes c++ code download: Applied Numerical Methods Using MATLAB Won Y. Yang, Wenwu Cao, Tae-Sang Chung, John Morris, 2005-05-20 In recent years, with the introduction of new media products, there has been a shift in the use of programming languages from FORTRAN or C to MATLAB for implementing numerical methods. This book makes use of the powerful MATLAB software to avoid complex derivations, and to teach the fundamental concepts using the software to solve practical problems. Over the years, many textbooks have been written on the subject of numerical methods. Based on their course experience, the authors use a more practical approach and link every method to real engineering and/or science problems. The main benefit is that engineers don't have to know the mathematical theory in order to apply the numerical methods for solving their real-life problems. An Instructor's Manual presenting detailed solutions to all the problems in the book is available online. |
| numerical recipes c++ code download: C# 7 and .NET Core Cookbook Dirk Strauss, 2017-04-25 Quick solutions to common programming problems with the latest features of C# 7.0, .NET Core 1.1, and Visual Studio 2017 About This Book Easy-to-follow recipes to get you up-and-running with the new features of C# 7 and .NET Core 1.1 Practical solutions to assist you with microservices and serverless computing in C# Explore the new Visual Studio environment and write more secure code in it Who This Book Is For The book will appeal to C# and .NET developers who have a basic familiarity with C# and the Visual Studio 2015 environment What You Will Learn Writing better and less code to achieve the same result as in previous versions of C# Working with analyzers in Visual Studio Working with files, streams, and serialization Writing high-performant code in C# and understanding multi-threading Demystifying the Rx library using Reactive extensions Exploring .Net Core 1.1 and ASP.NET MVC Securing your applications and learning new debugging techniques Designing and building a microservice architecture Using Azure and AWS for serverless computing with C# In Detail C# has recently been open-sourced and C# 7 comes with a host of new features for building powerful, cross-platform applications. This book will be your solution to some common programming problems that you come across with C# and will also help you get started with .NET Core 1.1. Through a recipe-based approach, this book will help you overcome common programming challenges and get your applications ready to face the modern world. We start by running you through new features in C# 7, such as tuples, pattern matching, and so on, giving you hands-on experience with them. Moving forward, you will work with generics and the OOP features in C#. You will then move on to more advanced topics, such as reactive extensions, Regex, code analyzers, and asynchronous programming. This book will also cover new, cross-platform .NET Core 1.1 features and teach you how to utilize .NET Core on macOS. Then, we will explore microservices as well as serverless computing and how these benefit modern developers. Finally, you will learn what you can do with Visual Studio 2017 to put mobile application development across multiple platforms within the reach of any developer. Style and approach A unique recipe-based guide that will help you gain a solid understanding of the new concepts in C# 7.0 and Visual Studio 2017 |
| numerical recipes c++ code download: Finite Difference Methods in Financial Engineering Daniel J. Duffy, 2013-10-28 The world of quantitative finance (QF) is one of the fastest growing areas of research and its practical applications to derivatives pricing problem. Since the discovery of the famous Black-Scholes equation in the 1970's we have seen a surge in the number of models for a wide range of products such as plain and exotic options, interest rate derivatives, real options and many others. Gone are the days when it was possible to price these derivatives analytically. For most problems we must resort to some kind of approximate method. In this book we employ partial differential equations (PDE) to describe a range of one-factor and multi-factor derivatives products such as plain European and American options, multi-asset options, Asian options, interest rate options and real options. PDE techniques allow us to create a framework for modeling complex and interesting derivatives products. Having defined the PDE problem we then approximate it using the Finite Difference Method (FDM). This method has been used for many application areas such as fluid dynamics, heat transfer, semiconductor simulation and astrophysics, to name just a few. In this book we apply the same techniques to pricing real-life derivative products. We use both traditional (or well-known) methods as well as a number of advanced schemes that are making their way into the QF literature: Crank-Nicolson, exponentially fitted and higher-order schemes for one-factor and multi-factor options Early exercise features and approximation using front-fixing, penalty and variational methods Modelling stochastic volatility models using Splitting methods Critique of ADI and Crank-Nicolson schemes; when they work and when they don't work Modelling jumps using Partial Integro Differential Equations (PIDE) Free and moving boundary value problems in QF Included with the book is a CD containing information on how to set up FDM algorithms, how to map these algorithms to C++ as well as several working programs for one-factor and two-factor models. We also provide source code so that you can customize the applications to suit your own needs. |
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| numerical recipes c++ code download: Excel Add-in Development in C / C++ Steve Dalton, 2004-12-15 A high-end development how-to and reference book for the creation of high-performance add-ins for Excel in C/C++ with particular applications for users in the financial industry. |
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| numerical recipes c++ code download: C++ Recipes Bruce Sutherland, 2015-05-14 C++ Recipes: A Problem-Solution Approach is a handy code cookbook reference guide that cover the latest C++ 14 as well as some of the code templates available in the latest Standard Template Library (STL). In this handy reference, you'll find numbers, strings, dates, times, classes, exceptions, streams, flows, pointers and more. Also, you'll see various code samples, templates for C++ algorithms, parallel processing, multithreading and numerical processes. These have many applications including game development, big data analytics, financial engineering and analysis, enterprise applications and more. A wealth of STL templates on function objects, adapters, allocators, and extensions are also available. This is a must have, contemporary reference for your technical library. |
| numerical recipes c++ code download: Practical UML Statecharts in C/C++ Miro Samek, 2008-10-03 Practical UML Statecharts in C/C++ Second Edition bridges the gap between high-level abstract concepts of the Unified Modeling Language (UML) and the actual programming aspects of modern hierarchical state machines (UML statecharts). The book describes a lightweight, open source, event-driven infrastructure, called QP that enables direct manual cod |
| numerical recipes c++ code download: GNU Scientific Library Mark Galassi, Brian Gough, Fabrice Rossi, Michael Booth, Gerard Jungman, James Theiler, Jim Davies, 2001 The GNU Scientific Library (GSL) is a free numerical library for C and C++ programmers. This reference manual is the definitive guide to the library. (Computer Books) |
| numerical recipes c++ code download: Accounting Succinctly Joe Booth, 2017-02-01 Accounting Succinctly by Joe Booth is a developer's guide to basic accounting. Written with business app development in mind, Booth discusses some of the most common accounting processes, including assets, multiple accounts, journaling, posting, inventory, and payroll. An appendix includes SQL code examples to get you started with several basic accounting transactions. |
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| numerical recipes c++ code download: Numerical Recipes in FORTRAN 77 Macintosh Diskette Version 2.0 William H. Press, 1992 A complete text and reference book on scientific computing. It proceeds from mathematical and theoretical considerations to actual practical computer routines. |
NUMERICAL | English meaning - Cambridge Dictionary
Keep your files in numerical order. The UN forces have a numerical superiority over the rebels (= there are more of the UN forces). Keep your files in numerical order. The phone's voice …
NUMERICAL Definition & Meaning - Merriam-Webster
The meaning of NUMERICAL is of or relating to numbers. How to use numerical in a sentence.
Numerical - definition of numerical by The Free Dictionary
1. of or pertaining to numbers; of the nature of a number. 2. indicating a number, as a symbol. 3. bearing or designated by a number. 4. expressed in numbers: numerical equations. 5. noting or …
Numeric vs. Numerical: What’s the Difference?
Oct 3, 2023 · In programming and computing, "Numeric" often alludes to data types or fields that can hold data represented by numbers, whereas "Numerical" might be used to describe …
What does numerical mean? - Definitions.net
Numerical refers to anything related to or involving numbers. It can refer to the use, manipulation, representation, or analysis of numbers in various contexts such as mathematics, statistics, …
Numerical Definition & Meaning - YourDictionary
Numerical definition: Of or relating to a number or series of numbers.
Numerical analysis - Wikipedia
Numerical analysis is the study of algorithms that use numerical approximation (as opposed to symbolic manipulations) for the problems of mathematical analysis (as distinguished from …
NUMERICAL Definition & Meaning - Dictionary.com
of or relating to numbers; of the nature of a number. numerical symbols. bearing or designated by a number. numerical cryptography; numerical equations. tests for rating numerical aptitude. …
Numerical - Definition, Meaning & Synonyms - Vocabulary.com
Anything numerical is related to numbers or can be expressed in numbers. Your height is a numerical concept, but your love for your friends is not. You will learn many numerical concepts …
numerical adjective - Definition, pictures, pronunciation and usage ...
Definition of numerical adjective in Oxford Advanced American Dictionary. Meaning, pronunciation, picture, example sentences, grammar, usage notes, synonyms and more.
NUMERICAL | English meaning - Cambridge Dictionary
Keep your files in numerical order. The UN forces have a numerical superiority over the rebels (= there are more of the UN forces). …
NUMERICAL Definition & Meaning - Merriam-Webster
The meaning of NUMERICAL is of or relating to numbers. How to use numerical in a sentence.
Numerical - definition of numerical by The Free Dictionary
1. of or pertaining to numbers; of the nature of a number. 2. indicating a number, as a symbol. 3. bearing or designated by a number. 4. expressed in numbers: …
Numeric vs. Numerical: What’s the Difference?
Oct 3, 2023 · In programming and computing, "Numeric" often alludes to data types or fields that can hold data represented by numbers, whereas "Numerical" might be …
What does numerical mean? - Definitions.net
Numerical refers to anything related to or involving numbers. It can refer to the use, manipulation, representation, or analysis of numbers in various contexts such as …
