The Fast Johnson-Lindenstrauss Transform (FJLT) was recently discovered by Ailon and Chazelle as a novel technique for performing fast dimension reduction with small distortion fr...
We present a new contrast enhancing color to grayscale conversion algorithm which works in real-time. It incorporates novel techniques for image sampling and dimensionality reduct...
We study the performance of three parallel algorithms and their hybrid variants for solving tridiagonal linear systems on a GPU: cyclic reduction (CR), parallel cyclic reduction (...
The calculation of value-at-risk (VAR) for large portfolios of complex instruments is among the most demanding and widespread computational challenges facing the financial industr...
Paul Glasserman, Philip Heidelberger, Perwez Shaha...
In a search for an algorithm to compute atan(x) which has both low latency and few floating point instructions, an interesting variant of familiar trigonometry formulas was disco...