Hello,
I have uploaded the new stuff at
http://martingale.berlios.de/Martingale.html for download if you are
interested. I believe the Quasi Monte Carlo code should transfer to C++
without problems except the point plotting routines.
Before I switched to Java I was also worried about speed so I ran a
Cholesky factorization with identical code (millions of times) in both Java
and C++ and Java came up only 15% slower.
There are conflicting reports out there as to the speed penalty.
One aspect that was very helpful was that I found supporting Java libraries
very quickly for charting,
histogramming, BLAS, random number generation.
What are you relying on for this purpose?
Michael
Locked
