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PureBytes Links
Trading Reference Links
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Hi Lionel
As the introductory paragraph at the site says:
"... software for the solution of linear algebra problems ..."
"... for solving problems in numerical linear algebra, ..."
trading is not mentioned
Most college books on linear algebra usually deal with small matrices, i.e.,
3 rows x 5 columns, whereas in business and in trading you are going to need
at least 300 rows x "lots" of variables, etc. Problems of this size are
referred to as numerical linear algebra.
Michael can probably be of more help in describing the "difference" between
the two. The terms used become complicated and merge with computer science,
i.e., linear programming.
Some of the programs listed at the site are for parallel processing or even
for large supercomputers, i.e., Crays, but as you know, we average guys are
dealing with more horsepower every year.
Best regards
Walter
----- Original Message -----
From: Lionel Issen <lissen@xxxxxxxxxxxxxx>
To: <metastock@xxxxxxxxxxxxx>
Sent: Wednesday, September 05, 2001 8:37 PM
Subject: Re: Numerical Linear Algebra
> Can you tell me if the first site is oriented towards trading or is it a
> strictly linear algebra site?
> Lionel Issen
> lissen@xxxxxxxxxxxxxx
> ----- Original Message -----
> From: "W Lake" <wlake@xxxxxxxxx>
> To: <metastock@xxxxxxxxxxxxx>
> Sent: Wednesday, September 05, 2001 11:59 PM
> Subject: Numerical Linear Algebra
>
>
> > Thanks
> >
> > was not aware of this site of available software. It sure makes
searching
> > easier <G>
> > http://www.netlib.org/utk/people/JackDongarra/la-sw.html
> >
> > Trefethen and Bau's book looks very ineresting.
> > http://www.siam.org/books/ot50/index.htm
> >
> > I guess someday you really have to graduate to the big matrices <G>
> >
> > Thanks again
> >
> > Walter
> >
> >
>
>
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