FP in Mathematical/Numerical Programming 
Author Message
 FP in Mathematical/Numerical Programming

Has anyone applied functional programming to general numerical applications?
I am not really talking about high performance mathematical applications
where Sisal might be appropriate, or other applications where more esoteric
languages such as J/APL could be employed, but something more akin to
exploratory statistical analysis or matrix programming.  The languages
currently used might be Matlab, S or Gauss, which are just convenient
scripting interfaces to established numerical analysis libraries.

My question is whether FP is an appropriate "scripting" language paradigm
for such interactive numerical applications?  One could argue that a matrix
equation expressed in Matlab is functional, but I am really considering the
aspects of FP such as higher order functions, laziness, formal reasoning
etc, resulting in possible elegance and/or efficiency.  For instance, some
kind of laziness is implemented in S (a statistical analysis language
developed by bell labs), in order to efficiently handle large datasets.
Could modern lazy FPL theory be used instead?

I would be interested to find any information on this subject.  I apologize
in advance if this is an irrelevant topic as I am no expert in FP.

Thanks,
Peter.



Sun, 28 Jan 2001 03:00:00 GMT  
 FP in Mathematical/Numerical Programming

: Has anyone applied functional programming to general numerical
: applications?

Sure. I recall reading a few papers by Gerald Sussman (and Hal
Abelson? Fuzzy recollections) about Scheme for some numerical
applications in physics.

--


                 http://www.gemstone.com



Sun, 28 Jan 2001 03:00:00 GMT  
 FP in Mathematical/Numerical Programming

Quote:

> Has anyone applied functional programming to general numerical applications?

Well, APL and J are certainly used heavily as modelling tools
and in the actuarial biz. Actuaries, according to a recent
survey by the Soc of Actuaries gave APL as the language they
use MOST frequently.

Also, Wall St. merchant bankers use array-based languages --
APL, J, K, and A, as their bread-and-butter. They don't have
time to write scalar code without higher order functions.

Efficiency is a concern, but Very Rapid Correct Development is key:
If you don't get the right answer NOW, you lose your opportunity.
If you get the wrong answer, you lose your company.

Bob



Mon, 29 Jan 2001 03:00:00 GMT  
 FP in Mathematical/Numerical Programming

Quote:

><snip>

> Efficiency is a concern, but Very Rapid Correct Development is key:
> If you don't get the right answer NOW, you lose your opportunity.
> If you get the wrong answer, you lose your company.

> Bob

I haven't ever seen this important point put so succinctly. It says
a lot about why APL etc. have been so persistent on Wall Street.


Wed, 31 Jan 2001 03:00:00 GMT  
 FP in Mathematical/Numerical Programming

Quote:
>Has anyone applied functional programming to general numerical applications?
>I am not really talking about high performance mathematical applications
>where Sisal might be appropriate,
>or other applications where more esoteric
>languages such as J/APL could be employed, but something more akin to
>exploratory statistical analysis or matrix programming.

I would think that APL or J would be ideal tools for "exploratory statistical
analysis or matrix programming" and J at least has a decided functional aspect.
 Of course, as one who works in APL full time, I don't find it "{*filter*}" at all,
 But I would under take to teach core APL to any experienced programmer in a
few sessions with some confidence.  I am not experienced enough in J to make
the same claim there, but I'll bet that people are available who could do so.

                 -David E. Siegel



Wed, 31 Jan 2001 03:00:00 GMT  
 
 [ 5 post ] 

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