the idea of combining Mathematica with the new routines in the 3rd edition of Numerical Recipes (NR) is very interesting. In fact, there is a NR library to Matlab which works very well because not only it allows one to create NR code (in C++) and install it as a function in Matlab, but it also cleverly handles the input and output of data.
Does anyone know anything about this topic? I have asked the NR forum about this and received no answer.
I know MathLink can be used to link C code to Mathematica, but seeing the coding level of it's Matlab counterpart, I wouldn't even dare to try and do this myself.
In my view, the true power of scientific computing is in combining different libraries/platforms, efficiently exploiting their merits and deficits.