Archive for May, 2005

Why optimal stopping problems can be treated as optimal control problems

27 May 2005

Ok first post about mathematics. Nothing new here, but anyway; it’s just to show that I finally got to the “lets write things up before I forget it all” stage.

The first part of the proof rests on the idea of convergence of finite measures:

Tacit Relocation and why Scotland is not England

19 May 2005

I have moved to Scotland nearly a year ago now. Having lived for five years in England, I didn’t expect anything in the way of culture shocks. The first surprise came, when I learned that the pubs don’t have to close by 11pm. So far so good.

I also signed a contract for a flat in September 2004. The contract has been for six months. For various reasons I now want to move out. Well, no problem I thought, I just need to find some flatshare to join. Having done that (and having paid the transaction fee to the estate agents for the new flat), I wrote a letter to my old estate agents giving them one month notice of intention to move out. And that should have been the end of the story. And in England it would have been.

Unfortunately the Scots have in their infinte wisdom come up with the principle of “tacit relocation”. The idea is simple enough: if you have a contract to lease a property for some period of time (say six months) then after the six months it’ll automatically renew itself for the same period. Unless of course you or your landlord say that you (or them) don’t want it renewed.

So that’s what happened; the contract renewed itself for six months. I can’t move out, unless, of course, I find someone else to move into the flat.

I guess there’s nothing wrong with the idea of “tacit relocation”. It may even be useful in some cases. But I still like the English way of one month notices both better and a lot more natural.

Matpack again this time with OS X 10.4 Tiger

6 May 2005

I’ve updated my Matpack patch to work with Tiger. It’s right here. In the previous post I mentioned a problem with void ftime(timeb* tb). That has been fixed and so random number generation should work as advertised.

Oh yes and one has to have the DYLD_LIBRARY_PATH environmental variable set so that it contains the directory where the matpack dynamic library is installed.

Matpack and OS X Panther

2 May 2005

Matpack is quite nice and user friendly c++ library for doing some numerical computation and visualisation. Unfortunately it won’t compile on OS without some (minor) changes. I’ve made a patch against the most recent version that at least compiles.

The good:
– uses the native VecLib framework for doing linear algebra computation (e.g. matrix inverse), so it should be reasonably efficient in that respect. On other OSes it would use BLAS, but I would expect the native framework to work better.
– compiles as a dynamic library

The bad:
– assumes libpng is installed (I used fink)
– it introduces a small bug, namely axes in 3D plots will have the numerical values displayed only in the exponential format, see
– Random number generators might be a bit dodgy (even though it passed the tests in the test directory). See void ftime(timeb* tb) in

If you give it a go, comments are welcome.