Progressive F# Tutorials - New York City 2012 / Adv track - numerical computing

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Description

Many developers need to implement solutions which require some math or stat modelling. In this session we will show you how F# allows us to write elegant and expressive numerical code. You will work with matrices, random number generators and linear solvers. We'll start with an overview of F# features which make it ideal for numerical development. Then, in a mixture of demos and exercises, we will implement simple Monte Carlo methods and try to fit linear regression model to a dataset. We will be using FCore math library, which you can download from www.statfactory.co.uk.

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Tomas Petricek (tomas.petricek)

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Tomas Petricek is a long time F# enthusiast, using F# since the early Microsoft Research versions. He has been a Microsoft C# MVP since 2004, and together with Jon Skeet wrote Real-world Functional Programming which explains basic functional concepts using C# 3.0 (teaching F# alongside) and which shows several appealing real-world uses of F# and functional techniques. He also contributed to the development of F# during two internships at Microsoft Research.

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