Leading mathematics software vendors are working together to define a consistent and manageable foundation for numerical programming. Leading mathematics software vendors and interested individuals ...

This is a 2-week class that I created and taught at MIT during IAP (January term) 2023 and 2024. The course is intended for students using empirical or quantitative methods in Economics, including ...

Abstract: Numerical code is often applied in the safety-critical, but resource-limited areas. Hence, it is crucial for it to be correct and efficient, both of which are difficult to ensure. On one ...

The Numerical Algorithms Group (NAG) had added over 150 numerical functions for C and C++ developers. Described as 'the largest commercially available collection of numerical algorithms for C and C++' ...

In this paper we develop a discretized version of the dynamic programming algorithm and study its convergence and stability properties. We show that the computed value function converges quadratically ...

I'm in the market for a laptop for grad school. I will be doing computational engineering, specifically numerical solutions of partial differential equations. There will be a lot of multi-threading ...