I'd like to respectfully ask for some advice on this forum. If you have to program complex mathematical code, do you prefer to write the code yourself or obtain an algorithm from a library of such downloadable code. I'm especially interested who has real experience in this area. Have you had good luck with the libraries?
Just for clarity sake, I mean a library like Numerical Algorithm Group (www.nag.com), that costs $3000 per year for unlimited downloads. The code is supposed to be checked out and they offer assistance implementing the code. Do you think this a bargain, have you ever tried such a service? Thanks for any advice you can share on this topic.