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croys's math [2 articles]

Recent papers added to croys's library classified by the tag math. You can also see everyone's math.
  • SIMD-Oriented Fast Mersenne Twister: a 128-bit Pseudorandom Number Generator
    Monte Carlo and Quasi-Monte Carlo Methods 2006 (2008), pp. 607-622.
    by Mutsuo Saito, Makoto Matsumoto
    posted to generation math number random by croys on 2008-04-28 08:51:30 as **
  • Computing the nearest correlation matrix
    No. No. 389. (2000)
    by NJ Higham
    posted to correlation finance math matrix by croys on 2008-04-24 13:06:00 as read
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