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ANALEMMA_Fortran77
Public- CG is a FORTRAN77 library by Sourangshu Ghosh which implements a simple version of the conjugate gradient (CG) method for solving a system of linear equations of the form A*x=b, suitable for situations in which the matrix A is positive definite (only real, positive eigenvalues) and symmetric.
DIJKSTRA_OPENMP
PublicDIJKSTRA_OPENMP is a FORTRAN77 program by Sourangshu Ghosh which illustrates the use of the OpenMP application program interface by implementing Dijkstra's minimum graph distance algorithm.ISING_2D_SIMULATION
PublicISING_2D_SIMULATION is a FORTRAN77 program which carries out a Monte Carlo simulation of a 2D Ising model, using gnuplot to display the initial and final configurations.- BROWNIAN_MOTION_SIMULATION is a FORTRAN77 library which simulates Brownian motion in an M-dimensional region, creating graphics files for processing by gnuplot.
BLACK_SCHOLES
PublicBLACK_SCHOLES is a FORTRAN77 library which demonstrates several approaches to the valuation of a European call, by Desmond Higham.