Numerical Methods Using Java: For Data Science, Analysis, and Engineering

© Haksun Li, PhD 2022

H. Li, PhDNumerical Methods Using Javahttps://doi.org/10.1007/978-1-4842-6797-4_1

1. Introduction to Numerical Methods in Java

Haksun Li, PhD¹  

(1)

Hong Kong, China

 

When I coded the first line of matrix multiplication algorithm, the classical O(n³) version, in the attic of my London apartment back in 2009, it was nothing more than a hobby. I was coding trading strategy in Java but could not find a good Java math library to use (namely, one that was professionally maintained, was well-documented with examples, was solidly object-oriented, had an open data structure, and was extensive). A large part of the strategy code was developed in R/MATLAB, and the trade/order execution system was in Java. However, making Java talk to R/MATLAB, ...