The use of computer algebra systems in a course on scientific computation is demonstrated. Various examples, such as the derivation of Newton's iteration formula, the secant method, Newton-Cotes and ...

There are several optimization techniques available in PROC NLMIXED. You can choose a particular optimizer with the TECH=name option in the PROC NLMIXED statement. No algorithm for optimizing general ...

We show how algorithmic differentiation can be used to efficiently implement the pathwise derivative method for the calculation of option sensitivities using Monte Carlo simulations. The main ...