Scientific computing, non-linear constrained numerical optimization, high-performance parallel computing, physical mathematics, mathematical finance, network programmering. Enjoys squeezing the last bit of performance out of the computers, yet keep the code clean and simple. Author of FuncLib (funclib.codeplex.com), which is an open source high-performance automatic differentiation and optimization library written in C#. The goal of the project is to provide easiness of use through operator overloading and other object oriented features combined with front-edge performance from autogenerated highly optimized IL code.
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