quantophile / problem_solving_in_cpp

Selected problems in Science and Mathematics

Problem Solving in C++

The real prize is the pleasure of finding things out, the kick in the discovery, the observation that other people use it. Those are the real things!

Richard Feynman

This is a small collection of routines and algorithms to solve selected problems in science and mathematics. The best way to learn anything is to build toy projects.

C++ for Financial Engineers

C++ Basics

• An introduction to C++
• Basic financial mathematics

Computational Physics

Harmonic Oscillators

• Simple Harmonic Motion

Numerical Algorithms

Python Notebooks

• Systems of Linear Algebraic equations

Implementation

• Gaussian elimination with partial pivoting
• LU Factorization