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Was going to try to recreate the Black Scholes formula as a little side project in Java using BigDecimal but since BigDecimal doesn't come with much support for complex math such as logarithms, it just seems utterly impossible without reinventing the wheel and calling it BigWheel. Is double safe to use for money if I'm using Math class methods?
One thing I learned this year is that maybe I should figure out how to use some math libraries/packages.
There are two problems that I ended up using a little outside help with. One was doing a polyfit. Especially, I have a list of input values and output results and I want the computer to tell me a function that matches. This is good for things where I'm sure there is a simple math relation, I just can't see it. For example in one problem, I had a series of numbers and needed polyfit to tell me I was actually looking at 5 + 2x + x^2 or something like that.
I ended up using python and numpy for that, which worked but I'd like to add that sort of capability to my Java tool kit.
The other, I kinda worked around but it would be nice to have is a symbolic math solver.
I've poked at Symja which has a enticing named solver:
https://bitbucket.org/axelclk/symja_android_library/wiki/Solve
But I'm having trouble getting the dependencies to run. Anyone have anything they like?
In case it matters, I'm using bazel to build, which means I can easily include anything that is on maven.