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From: Dan Hanson (hoseranalytics_at_[hidden])
Date: 2009-06-08 23:18:31

All,

I have started to put together a (real-valued) matrix class and matrix
algebra library, with the emphasis being more on ease of implementation
rather than extreme performance. I'm currently just trying to get an idea
whether there would be much interest. If so, I'll keep working on it, with
the ultimate goal of having it posted on the The Object-Oriented Numerics
Page for download.

My motivation for doing this has been out of frustration from not having a
simple-to-use matrix class and library for prototyping and implementing
financial models in C++. I used the JAMA library for a project in Java a
few years ago, and it made it so easy to get a working version of a rather
complex interest rate model up and running rapidly. My goal here is to take
this idea and implement it in C++, although the Matrix class itself, as you
can see, is designed differently than that in JAMA.

What I have so far -- Matrix class, and some of the usual operations -- can
be found here (posted on a friend's statistics blog for now):

http://statcompute.spaces.live.com/blog/cns!39C8032DBD1321B7!615.entry
Any comments/feedback would be greatly appreciated.

Thanks in advance!

-Dan Hanson
HoserAnalytics_at_[hidden]

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