3 ms·

I appreciate you taking the time to write this out. I'm curious about the lack of any mention of C/C++ tooling - I thought there are some mathematicians who wr

I appreciate you taking the time to write this out. I'm curious about the lack of any mention of C/C++ tooling - I thought there are some mathematicians who write stuff in C/C++ and leverage libs like GNU SL (Scientific Library) etc. I've written a few custom pricers and needed to use those libs and they were pretty efficient, and didn't need to resort to anything crazy to run them in production. Curious if you ever find stuff written in those languages, as opposed to the gamut you just mention, which are classical "research tools" (language/IDE combinations that let you not need to think about the language specifically.

chunkyks 5y ago
I don't cross paths with a lot of C or C++ where profiling is a concern. I use gprof for that, but I haven't needed it in a few years. None of the folks I work with reach for C or C++ as a weapon in their quiver. I do cross paths with a fair bit of FORTRAN, but in my experience, generally if someone's writing FORTRAN, they already know the deal with performance. Fun fact: When I interviewed for my job [12 years ago], I interviewed with a guy using SQLite and FLTK in a C++ model. I'd been using SQLite and FLTK for some recent personal projects; in the interview, I solved a bunch of performance problems he'd been having for a couple years. I interviewed on Monday, and started working there two days later.