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Background and Preparation

Before implementing something be sure to research the subject thoroughly. This will save a lot of time in the long-run. The two most important steps are,

  1. to determine whether there is already a free library (GPL or GPL-compatible) which does the job. If so, there is no need to reimplement it. Carry out a search on Netlib, GAMs, na-net, sci.math.num-analysis and the web in general. This should also provide a list of existing proprietary libraries which are relevant.
  2. make a comparative survey of existing implementations in the commercial/free libraries. Examine the typical APIs, methods of communication between program and subroutine, and classify them so that you are familiar with the key concepts or features that an implementation may or may not have, depending on the relevant tradeoffs chosen. Be sure to review the documentation of existing libraries for useful references.
  3. read up on the subject and determine the state-of-the-art. Find the latest review papers. A search of the following journals should be undertaken.

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