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I know the basics of C++ by taking a few courses and going through "C++ Primer" by Lippman. As a math graduate student, I would love to get my hands on some programming-math exercises geared towards research. My gear is more towards probability and PDEs. The only interesting one I found so far is

"The Nonlinear Workbook: Chaos, Fractals, Cellular Automata, Neural Networks, Genetic Algorithms, Gene Expression Programming, Support Vector M " http://www.amazon.ca/Nonlinear-Workbook-Algorithms-Expression-Programming/dp/9812562788/ref=sr_1_3?ie=UTF8&qid=1430325865&sr=8-3&keywords=c%2B%2B+nonlinear

Just by going through the contents it looks like it gives a solid survey (and it also has 150 run programs).

Any suggested workbooks combining C++ and math problems geared towards research?

More specifically,any book in the similar spirit and content as the one I posted.

To prevent this from growing too big, please refrain from posting online resources and books on basic math-programming problems. I am interested in topics such as solving PDEs and simulating Hamiltonian systems, I am not interested in number theory and Euclidean geometry type problems.

Also, let's close it after 5-10 answers.

Thanks

Update

I posted it here because I wanted to get input from active researchers. Instead of closing this please put it somewhere (eg. community wiki) where researchers can comment.

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  • $\begingroup$ More specifically, I am looking for suggestions on workbooks geared towards research in PDEs and probability. I posted it here because I wanted to get the input of active researchers. $\endgroup$
    – TKM
    Apr 29, 2015 at 17:08
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    $\begingroup$ If you are interested in programming/math, see projecteuler, projecteuler.net $\endgroup$ Apr 29, 2015 at 17:08
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    $\begingroup$ Project Euler is of questionable value. Many of the problems are based on elementary number theory (lots of searches through primes) or recreational mathematics, and they are designed so that math only gets you so far, and then you have to do a significant amount of brute-force calculations and memoization. These are not the types of things you need for numerical analysis or machine learning. $\endgroup$ Apr 29, 2015 at 17:43
  • $\begingroup$ an interesting proof needing programming: mathoverflow.net/a/181903/47958 $\endgroup$ Apr 29, 2015 at 20:51
  • $\begingroup$ Do you know a better place to post this question? If so please inform me, there are a lot of mathematicians out there would benefit from such a discussion. Even finding the above book was after a lot of effort and reading. $\endgroup$
    – TKM
    Apr 30, 2015 at 0:16

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