Derivatives Algorithms - Bones : Bones

Intro -- Contents -- 1. Introduction -- 2. Principles -- 2.1 Our Code -- 2.1.1 auto -- 2.2 Functional Programming -- 2.3 Type and State -- 2.4 Physical Code Structure -- 2.4.1 Facts -- 2.5 Platform -- 2.6 Some Design Patterns -- 2.6.1 Factory Method -- 2.6.2 Decorator -- 2.6.3 Singleton -- 2.7 Optimization -- 2.7.1 Calibration -- 2.7.2 map -- 2.8 Threads -- 3. Types and Interfaces -- 3.1 The User Base -- 3.2 A Public Example -- 3.3 Interface Generation -- 3.4 Interface Types -- 3.4.1 Tables and Cells -- 3.5 Interface Code -- 3.5.1 Customization Directives -- 3.6 Other Containers -- 3.7 Environment -- 3.7.1 Exception Messaging -- 3.7.2 Fast-Path Optimization -- 3.7.3 Macro Hackery -- 3.7.4 Repository Access -- 3.8 Enumerated Types -- 4. Vector and Matrix Computations -- 4.1 Customizing Vectors -- 4.2 Algorithms -- 4.2.1 Join -- 4.3 Matrices and Square Matrices -- 4.3.1 Internal Layout -- 4.3.2 Pasting and Formatting -- 4.4 Matrix Multiplication -- 4.4.1 Inheritance and Substitutability -- 4.5 Decompositions (Square) -- 4.6 Decompositions (Symmetric) -- 4.7 Decompositions (Sparse) -- 4.7.1 Tridiagonal Matrices -- 4.7.2 Band Diagonal Matrices -- 4.7.3 SLAP Format -- 4.7.4 The Symmetric Case -- 4.8 Decompositions (Other) -- 5. Persistence and Memory -- 5.1 Storage -- 5.2 Extraction -- 5.2.1 Public Types -- 5.2.2 Example: Linear Interpolant -- 5.2.3 Reader Registry -- 5.3 Rebuilding -- 5.3.1 Some Syntactic Sugar -- 5.4 Code Generation -- 5.5 A Display Interface -- 5.5.1 Storage -- 5.5.2 Extraction -- 5.5.3 Refinements -- 5.6 Auditing -- 5.6.1 Bag -- 5.6.2 Filling Up -- 5.6.3 Audit Types -- 5.7 More on Repositories -- 5.7.1 Unique Objects -- 5.7.2 Naming -- 5.7.3 Matching -- 6. Testing Framework -- 6.1 Component Tests -- 6.1.1 Physical Structure -- 6.1.2 Reuse -- 6.2 Regression Tests -- 6.2.1 Repository Instrumentation -- 6.3 No Silver Bullet.