Blog
Notes from the lab
- Haksun LiNew Senior Secondary Physics at Work: My Book 1 Worked Solutions
I couldn't find the official answers for New Senior Secondary Physics at Work (Second Edition), so I worked out the Book 1 — Heat and Gases solutions myself. Free PDF inside.
- Gareth KohInspiration Behind S2 and NM Dev
Why we built NM Dev: scripting languages like R, MATLAB and Python are wonderful for prototyping mathematics, but production systems demand the speed and stability of the JVM. NM Dev and the S2 IDE cl
- Ken YiuTransforming a QP Problem to an SOCP Problem
A Quadratic Programming problem (QP) in the form of where \[H \in \Re^{n \times n}, A \in \Re^{m \times n}, p,
- Henry MorcoFastest Java Matrix Multiplication
Introduction Matrix multiplication occupies a central role in scientific computing with an extremely wide range of applications. Many numerical procedures in linear algebra (e.g. solving linear system
- Haksun LiSuanShu is the Best Numerical and Statistical Library, ever!
a picture is worth a thousand words… Check out the release notes here: Happy birthday to me 🙂
- Haksun LiGirsanov’s Theorem Explained: Change of Measure
An intuitive explanation of Girsanov’s theorem using a fair and biased coin: change of measure, the Radon–Nikodym derivative, Brownian drift and the link to options pricing.
- Ken YiuUsing SuanShu on Amazon EC2
Cloud computing is very popular nowadays. Delegating your CPU-intensive computation (or simulation) to the cloud seems to be a smart choice. Many of our users asked if SuanShu can be run on Amazon’s E
- Kevin SunOn White’s (2000) Reality Check
I was asked the following question the other day on White’s reality check. QUESTION: I was reading White’s (2000) paper ( It seems to suggest that to examine the pnl characteristic of a strategy, we s
- Haksun LiJava vs c++ performance
It is very unfortunate that some people are still not aware of the fact that Java performance is comparable to that of C++. This blog piece collects the evidence to support this claim. The wrong perce
- Haksun LiSuanShu Introduction
Numerical Method Inc. publishes SuanShu, a Java numerical and statistical library. The objective of SuanShu is to enable very easy programming of engineering applications. Programmers are able to prog
- Haksun LiClass Parsimony
Hello World! Today I have my first post ever on the Numerical Method blog. I’d like to discuss a design decision when writing our library. This is to give our friends some insight into how the SuanShu