597 views

FindMinimum with compiled function [duplicate]

I don't know how to fix this problem: ...
• 1,610
58 views

Compiled funtion don't understand internal compiled function [duplicate]

I work a lot on Mathematica and sometimes I need to optimize my computations by using compiled functions. Now I'm making numerical integrations and I'm trying to compile the functions involved to make ...
132k views

What are the most common pitfalls awaiting new users?

As you may already know, Mathematica is a wonderful piece of software. However, it has a few characteristics that tend to confuse new (and sometimes not-so-new) users. That can be clearly seen from ...
2k views

Using compiled function inside NMinimize

Consider this code: ...
• 3,876
4k views

The difference between "SymbolicProcessing" -> 0 and restricting the function definition to numeric values only

The Documentation tells us that there are two ways to disable symbolic processing of the integrand by the NIntegrate function when it is known that it just slows ...
632 views

Integrating an empirical probability density function

I have created an empirical distribution that given an array containing the points px (e.g.{px0,px1,px2,px100}) the ...
• 2,964
369 views

Why Min cannot be used as constrains of NMinimize?

I met a strange problem when trying to do an optimization. Initialization code, ...
• 1,429
771 views

How to use NIntegrate in a purely numerical mode?

I have a function that is defined as the smallest root of a given polynomial. Something like this: ...
1 vote
216 views

Problem using Compiled Function within NProbability

I've built a very simple function to estimate the probability for a Long Straddle (derivative strategy) to be positive at expiration. ...
• 155