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The reading list for scientific programmer


I am working to become a scientific programmer. I have enough background in Math and Stat but rather lacking on programming background. I found it very hard to learn how to use a language for scientific programming because most of the reference for SP are close to trivial.

My work involves statistical/financial modelling and none with physics model. Currently, I use Python extensively with numpy and scipy. Done R/Mathematica. I know enough C/C++ to read code. No experience in Fortran.

I dont know if this is a good list of language for a scientific programmer. If this is, what is a good reading list for learning the syntax and design pattern of these languages in scientific settings.


Solution

  • At some stage you're going to need floating point arithmetic. It's hard to do it well, less hard to do it competently, and easy to do it badly. This paper is a must read:

    What Every Computer Scientist Should Know About Floating-Point Arithmetic