Numerical C++

A Practical Techniques Approach for Industry
1., st Auflage 2016
ISBN: 978-1-4842-0618-8
Verlag: Apress

Buch, Englisch, 500 Seiten, PB, Format (B × H): 178 mm x 254 mm

Well, computational scientists and engineers have discovered the power of C++. And, today's scientists, data scientists, engineers, financial engineers and more in industry are now employing C++ in their work. C++ seems to be the leading programming language for numerical and mathematical techniques and methods. Although there are many academic books, there are very few, if any, practical books for today's rapidly evolving industrial uses.
Numerical C++ Methods: A Practical Techniques Approach for Industry by Anwar Ludin is a response to this growing demand among industry coders and users. This book teaches you how to implement numerical algorithms using modern C++. To illustrate the concepts covered by this book, a wide variety of real-world problems from engineering, scientific computing and computational finance are used as case studies.
With the advent of multicore, many-core and massively parallel GPUs, parallelizing numerical code is becoming increasing important and is also covered in the last three chapters of the book. Finally, the code samples provided in this book are based on the open source noomra C++ library, which has been specifically designed by the author for this book and can be used in your own apps.

Zielgruppe

Popular/general

Autoren/Hrsg.

Ludin, Anwar

Fachgebiete

• Mathematik | Informatik EDV | Informatik Angewandte Informatik Computeranwendungen in Wissenschaft & Technologie
• Mathematik | Informatik EDV | Informatik Programmierung | Softwareentwicklung Programmier- und Skriptsprachen
• Technische Wissenschaften Technik Allgemein Computeranwendungen in der Technik
• Mathematik | Informatik Mathematik Numerik und Wissenschaftliches Rechnen Numerische Mathematik
• Mathematik | Informatik EDV | Informatik Technische Informatik Grid-Computing & Paralleles Rechnen

Inhaltsverzeichnis

1. Introducing Modern C++
2. Vectorization
3. Random Generators
4. Linear Algebra in C++
5. Numerical Solutions of Ordinary Differential Equations
6. Numerical Solutions of Partial Differential Equations
7. Spectral Analysis and Fourier Transforms
8. Statistical Analysis and Data Mining
9. Interfacing to Python
10. OpenMP
11. CUDA
A. IEEE Floating Point
B. Utilities
C. Building the noomra Library

Über Autor(innen)

Anwar Ludin is the founder of RiskCetera.com, a cloud-based market risk analytics platform. He currently uses the Intel compiler tools and performance libraries in order to build a high performance derivatives pricing engine that he intends to open source. Prior to founding RiskCetera, he worked as a software engineer in the financial services sector where he designed derivatives pricing engines. Anwar holds a Masters of Electrical Engineering degree from the Swiss Federal Institute of Technology.