[Haskell-cafe] Numerical methods in Haskell

Rob Tougher robt at robtougher.com
Fri Feb 10 14:09:23 EST 2006


I'm currently working on a mathematics library in Haskell. I'm not a
mathematician -- I'm basically writing this library as an excuse to
learn mathematics and Haskell at the same time.

Feel free to check out the code:

   http://robtougher.com/

My main focus is financial mathematics (options pricing, etc), but I took
a detour last week and implemented basic matrix stuff. I might work on
some Linear Programming algorithms (simplex, interior point) before
returning to finance.

- Rob


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