[Haskell-cafe] Numerical methods in Haskell
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:
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.
More information about the Haskell-Cafe