Re: boost.numeric (was Re: Re: matrix library?)

From: Kevin Lynch (krlynch_at_[hidden])
Date: 2001-03-19 15:55:57

>Jeremy Siek wrote:
>
> I'd challenge those interested in boost numerics libraries to come forward
> with concrete lists of problems and algorithms for a particular domain.
> With those in hand we'll be able to determine scope and priority for
> various peices, and it will provide a firmer ground for discussing
> interface and implementation issues
> 
> Cheers,
> Jeremy
> 

Here would be my wishlist:

Numerical Integration of nonlinear systems of differential equations
(standard algorithms include things like Runge-Kutta, Bulirsch-Stoer,
shooting, and relaxation methods (Chapters 16 and 17 or Numerical
Recipes).

Monte Carlo function integration routines.

A portable collection of special functions.

Statistical data analysis routines (including, particularly, curve
fitting algorithms with error estimation and root finding algorithms)

I would be quite willing to contribute some time and effort to these
types of libraries, although I'm not quite sure how much time I do have
(advisors prefer to see you working on publishable projects  :-), and
I'm not sure if my current C++ design skills are really up to the
challenge.

I'd also hope to see a boost numerics library generally focus on
optimizing for "standard types", such as double and complex<double>;
generally speaking, I think it is less important for these libraries to
be accessible for generic numeric types if that genericity causes
substantial performance impacts when they are used with the built-in and
complex types.

Finally, it seems to me from my limited experience that it is a lack of
these types of highly optimized, useable, unencumbered libraries that
allow fortran to keep such a stranglehold on a lot of the work done in
the physical sciences .... those libraries that do exist are generally
in fortran or C that looks like fortran, with terrible interfaces and
even worse documentation.  Hopefully, we can do something about that....

-- 
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