Hi all,

I am looking for toolboxes that can handle simulation and solution of
SED with jumps, say levy processes, jump diffusion processes, etc.
Could anybody give me some pointers to really good ones in Maple and
Matlab? I did google search myself and have some findings... however I
would like to know some really good ones and popular ones so I can
discuss with fellow users more conveniently...

Thanks!

Hi all,

I am trying to use Maple -> C translation facility for a special use:

I need a matrix square root function in C/C++.

I only need it for 3x3 matrix, so I decide to find some hard-coded piece of
program, instead of using some numerical library, because then I have to
learn some new API and how to link and how to use stuff.

To avoid the trouble, I think a 3x3 hard-coded program is sufficient for me.
That's to say, given M a 3x3 matrix, I want to find M^(0.5) in C/C++.