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C++, CUDA, Fortran
The code implements a Fortran version of Sim's minimization routine csminwel. The function to be minimized is defined in banana.f90. It requires the IMSL libraries. The CUDA (.cu) and C++ (.cpp) codes solve the standard sovereign default model.
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minimization_code.zip
(10k)
Pablo Guerron,
Mar 20, 2012, 7:17 PM
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sovereign_in_cuda.cu
(19k)
Pablo Guerron,
Apr 21, 2016, 10:15 AM
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sovereing_in_cpp.cpp
(9k)
Pablo Guerron,
Apr 21, 2016, 10:15 AM
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