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From Simon Kitching <skitch...@apache.org>
Subject Re: [math][all] Mentoring for Google's Summer of Code program
Date Thu, 02 Jun 2005 12:30:30 GMT
Hi Phil/Ryan, 

In general this proposal sounds like an excellent idea to me.

I expect the mathematics community is the sort that would be willing to
form a self-supporting community around a tool once it has shown itself
to be useable. So the issues of having developers around to
support/continue the work once started doesn't seem likely to be a
problem. The main issue is getting "bootstrapped" into a tool that
people are then interested in building on; math seemed to be getting
there but Ryan's proposal seems an excellent way to move that along.

The only potential issue is that it will need a couple of reasonably
dedicated Mentors, as generic Java coders aren't going to be much use
reviewing Ryan's work on this. But if you (Phil) are willing to do this
then I'm all for Ryan's proposal.

Maybe eventually commons-math may become apache-math, but for the
"summer of code" style projects it seems much better to have the
development happening inside a reasonable-size community. So although it
may generate a little extra traffic I'm +1 on keeping the activity here
on commons-dev until at least the end of this project.

Regards,

Simon

On Thu, 2005-06-02 at 08:02 -0400, Phil Steitz wrote:
> I have volunteered to help Ryan with the proposal below and to serve
> as a mentor if it is accepted.  Pls see the links infra and the
> general Wiki page (http://code.google.com/summerofcode.html) for more
> info on Google's  "Summer of Code".
> 
> With Ryan's permission, I am forwarding the proposal.  The content as
> stated clearly goes beyond the current scope of [math], but several
> items are in scope.
> 
> Comments, please.  After a little discussion - including maybe the
> inevitable reopening of the "what do we want to be when we grow up" -
> assuming others are favorable, I will work with Ryan to get something
> suitable onto the Wiki for consideration as one of the apache
> projects.  Comments from all commons community members are welcome.
> 
> Thanks!
> 
> Phil
> 
> ---------- Forwarded message ----------
> From: Phil Steitz <phil@steitz.com>
> Date: Jun 2, 2005 4:50 AM
> Subject: [Fwd: Mentoring for Google's Summer of Code program]
> To: phil.steitz@gmail.com
> 
> 
> 
> 
> -------- Original Message --------
> Subject: Mentoring for Google's Summer of Code program
> Date: Wed, 1 Jun 2005 07:23:25 -0700 (PDT)
> From: Ryan Li <rleeuk@yahoo.com>
> To: psteitz@apache.org
> 
> Dear Phil,
> 
> I'm just wondering if you or other developers of the The Jakarta
> Commons Math library would be interested in mentoring me for the Google
> Summer of Code program (more details at
> http://code.google.com/mentfaq.html and
> http://code.google.com/summerofcode.html). Just so you know that the
> Apache Software Foundation is already a mentoring organization
> (http://wiki.apache.org/general/SummerOfCode2005). Please see below for
> my draft project proposal (as you can see I've already mentioned the
> Jakarta Commons Math library in it and I've put down ASF as my mentor,
> so you or other team members will probably be contacted by Google
> soon).
> 
> Thank you very much for your consideration!
> 
> Ryan Du Li
> A college student specialising in optimization and numerical analysis
> 
> ------------------------------
> 
> Project description:
> 
> Numerical Library for Financial Modelling / Scientific Computation in
> Java (with a C# port)
> 
> The goal of this project is to develop a reusable toolkit for
> developing mathematical models for valuing financial products and risk
> management. Due to its numerical intensive nature, it can also be used
> effectively in other applications that make uses of highly efficient
> numerical algorithms. Specific language features and design patterns
> will be used aggressively to allow for high performance and
> reusability. The C# port will be made in parallel as the Java version
> is developed, a number of features of C# (up to version 2.0) will be
> used, in particular operator overloading will be used for all matrix
> operations.
> 
> Highly efficient numerical algorithms will be implemented in the
> following areas:
> 
> 1. a generic matrix and linear algebra package (including support for
> dense and sparse matrices and commonly used decomposition methods), an
> existing library might be used for this part of the toolkit.
> 
> 2. an approximation package, with an emphasis on the support for
> B-splines, which is used to approximate curves in general, given a set
> of points on the curve. Very useful for any sort of data fitting, and
> heavily used in term structure modelling in finance
> 
> 3. generic PDE/ODE solvers, with built-in support for Poisson/heat/wave
> equations. Useful in a large number of situations in modelling.
> 
> 3. an optimization package, including linear programming (simplex
> method, later also interior point method), quadratic programming,
> nonlinear unconstraint/constraint minimization, later will also include
> search methods including genetic programming.
> 
> 4. a simulation package, to provide a framework for running
> (Quasi)Monte-Carlo simulations
> 
> 5. other essential tools, multi-dimensional numerical integration,
> Fourier transform, root-solver, interpolation/extrapolation, , special
> functions, statistical distributions.
> 
> 
> Current Java/C# open-source efforts in this area are limited (with many
> projects abandoned or no longer actively maintained),  in particular
> useful things like B-Spline PDE-Solver, multi-dimensional numerical
> integration, Fourier transform are not addressed in any existing
> project I'm aware of (including most commercial ones). Also usually not
> the most robust & efficient implementation is used whenever a routine
> does exist, commercial projects have a significant advantage in this
> respect.
> 
> Some of the code I've written for past school projects (I am a maths
> student specialising in optimization and numerical analysis) in the
> past will be adapted for various part of the toolkit. It is hoped that
> by the end of summer the main components of the library will be ready
> for production use, and it will be actively developed and maintained
> afterwards.
> 
> I've put down Apache Software Foundation as my sponsor as I noted that
> they have a Commons-Math project
> (http://jakarta.apache.org/commons/math/) to which my project would
> complement very nicely.
> 
> ------------------------------
> 
> 
> 
> 
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