An iPhone 5S is over 280 times faster than a 1979 Cray 1 supercomputer. An Intel Xeon is 570 times faster than an iPhone. The top supercomputer is over 60,000 times faster than an Intel Xeon. You will be working on trying to go faster.
- Fast Cumulative Normal Function – Proof that implementation is correct
- Fast Box Muller Pair Generation – Proof that implementation is correct
- Fast Newton Raphson Solver – Proof that implementation is correct
- Write a C/C++ math library and a java wrapper library that access the C/C++ library using JNI interface that can be included and called from other programs.
- Software/Architecture Utilized
- C/C++, Java, JNI