[Haskell-cafe] Numerical methods in Haskell

[Jeremy Shaw]

Hello,

If you are working on finance type stuff, you may be interested in my
Decimal library:

http://article.gmane.org/gmane.comp.lang.haskell.cafe/8734

I think my 'last even' rounding algorithm is broken because I misread
the spec -- so be warned:

hunk ./Decimal/Operations.hs 78
-    | roundHint == RoundOneHalf && (lastIsEven d) = (Decimal s (coef + 1) exp)
+    | roundHint == RoundOneHalf && (lastIsEven d) = (Decimal s (coef + 1) exp) -- FIXME: this may be wrong, see pep327

Jeremy Shaw

At Fri, 10 Feb 2006 14:09:23 -0500,
Rob Tougher wrote:
> 
> 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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