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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Author

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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on 5/14/2013 10:54 AM
In this article, I explore the amazing relationship between functional data types and algebraic operations. We will use this relationship to reason about domain model and understand the differences between several possible representations.
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on 4/14/2013 9:00 PM
This article is inspired by an MVP summit talk about common pitfalls in the C# asynchronous programming model. I look at a number of easy to make mistakes when writing asynchronous code in C# and demonstrate that most of them would not easily happen when [...]
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on 3/27/2013 8:23 PM
F# Data is a new library that gives you all you need to access data in F# 3.0. It implements type providers for WorldBank, Freebase and structured document formats (CSV, JSON and XML) as well as other helpers. This article introduces the library and gives[...]
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on 2/7/2013 3:00 PM
After a few years, I will be attending the MVP summit again this year. The good news for those interested in F# is that I have two talks scheduled along the way in New York and Boston. Aside from that, we also have dates for a new F# course in London and [...]
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on 1/22/2013 9:35 AM
This article introduces a new F# package that makes it possible to write literate F# programs that combine code with documentation. Given an F# script with a special comments or Markdown document with F# code, you get a nicely formatted HTML that can be u[...]
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