Monte Carlo methods are useful in a wide variety of applications especially where a deterministic solution may be difficult or impossible to compute. In our class we specifically used it to do numerical integration but it can be used in areas are varied as finance or graphics. Despite their flexibility, MC methods can require many […]

In our class we have talked about single and double precision mathematics floating point numbers and how these are stored. Another class of computer numbers also exist called arbitrary precision numbers. These are unique in that they allow the user to specify how many digits of precision they would like stored.
Regular single and doubles precision […]

In class recently we have talked about various methods such as LU factorization and Cholesky factorization that allow us to solves equations of the form Ax = b. These systems of linear equations arise in domains as varied as biology and engineering to finance. Newton’s method is a common application that requires solving such equations […]