Software

Apologies, downloads are not yet available.

Spyder

Over the years, I made numerous contributations to Spyder, The Scientific Python Development Environment. I maintain the spyder-unittest and the spyder-notebook plugins.

expmvp is the Matlab function described in "A Krylov Subspace Method for Option Pricing". It is an improved version of the phipm function.
phipm is the Matlab package described in "A Krylov subspace algorithm for evaluating the φ-functions appearing in exponential integrators" by Jitse Niesen and Will Wright.

I made several contributions to Eigen; in particular, I contributed the MatrixFunctions module. Eigen is a C++ template library for linear algebra: vectors, matrices, and related algorithms. It aims to be versatile, fast, elegant and compiler-friendly. The MatrixFunctions module contains a general routine for the computations of analytic matrix functions, with specializations for the sine, cosine, hyperbolic sine, and hyperbolic cosine. The module also implements specific algorithms for the matrix exponential, logarithm and square root. All algorithms are taken from the literature.

MagnusEvans.nb : Mathematica notebook file for evaluating the Evans function using Magnus integration. Written by Simon Malham.
evans_matlab.tar.gz : collection of Matlab scripts for evaluating the Evans function. This archive includes the Fisher problem, the autocatalysis problem (for various parameter values) and the Gray-Scott problem. Methods included are the fourth-order Magnus and Gauss-Legendre and the classical Runge-Kutta method. Type "help evans" to get an overview of the possibilities.
scalar_fig.m : Matlab script for reproducing the plots in the paper "Evaluating the Evans function: Order reduction in numerical methods" by Simon Malham and Jitse Niesen.

gendefnc is a routine for computing non-classical symmetries, as described in "On a new procedure for finding nonclassical symmetries" by Nicoleta Bîlă and Jitse Niesen (2004).