Re: matrix library ?

From: hankel_o_fung_at_[hidden]
Date: 2001-03-25 09:58:20

--- In boost_at_y..., "Jerome Lecomte" <jlecomte_at_i...> wrote:
> --- In boost_at_y..., hankel_o_fung_at_y... wrote:
> > --- In boost_at_y..., "David Abrahams" <abrahams_at_m...> wrote:
> > > > IMHO, it is natural to use both index styles in a single 
> problem,
> > > 
> > > (!) How does /that/ situation come up?
> > A typical scenario is that you want to index n+1 increasing time
> > points as well as the n time intervals (or their lengths) 
bracketed
> > by these points. In some problem domains (e.g., financial option
> > pricing), it is natural to use 1-based indices for time periods
> > and 0-based indices for the time points.
> 
> So arrays are 0-based or 1-based on a per object basis depending on 
> what they represent ... As far as I am concerned this not natural. 
Perhaps not. I admit that I am subjective. Yet, I still like to
see both index styles supported. After all, I don't own my code
--- my clients do ;-)  And if I want to implement some published
algorithm, I think I'd better follow the original paper's subscript
style.

> And I work in the same application domain.
Hee hee, but I'm not. I've just done some research in private on
derivative pricing. So your opinion is definitely more authoritative
than mine.

Cheers,
Hankel

> 
> Jerome