/HTFI

Primary LanguageC++

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HTFI: HTucker C++ Library
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Original version written by Andreas Rupp.
Contains modifications and bug fixes.

Original note from author:
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This folder contains all C++ Librarys from Ulm University that are necessary 
reproduce the results in the thesis:

- FLENS-lite
- LAWA-lite
- HTFI (HTucker c++ Library)

Note that neither FLENS nor LAWA are the newest versions. There are many improvements
in the current versions of both librarys (also of the structure of the library itself),
which requires adaptions of the hierarchical Tucker C++ Library to work with the current
versions.

Additionally, BLAS and Lapack have to be installed (see also FLENS documentary)

The main program can be found in LAWA-lite/applications/htucker/KS_CDO_model_pricing.cpp
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