Steve,

Krishna wrote a number of matrix manipulation routines. 

Vince






Steven Leppard
04/17/2000 06:18 AM
To: Grant Masson/HOU/ECT@ECT, Stinson Gibner/HOU/ECT@ECT, Vasant 
Shanbhogue/HOU/ECT@ECT, Vince J Kaminski/HOU/ECT@ECT, Zimin Lu/HOU/ECT@ECT, 
Samer Takriti/Enron Communications@Enron Communications
cc: Stuart Ffoulkes 
Subject: Mathematical software libraries

Guys

Do we own/subscribe to any mathematical libraries in C and/or VB?  Our credit 
trading group in London needs some well-engineered, documented and 
trustworthy matrix manipulation routines for their online system.

I've only seen people using Numerical Recipes book.

Steve