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» Two implementations of the preconditioned conjugate gradient...
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SC
2009
ACM
13 years 11 months ago
GPU based sparse grid technique for solving multidimensional options pricing PDEs
It has been shown that the sparse grid combination technique can be a practical tool to solve high dimensional PDEs arising in multidimensional option pricing problems in finance...
Abhijeet Gaikwad, Ioane Muni Toke
IPPS
1995
IEEE
13 years 9 months ago
Performance evaluation of a new parallel preconditioner
The linear systems associated with large, sparse, symmetric, positive definite matrices are often solved iteratively using the preconditioned conjugate gradient method. We have d...
Keith D. Gremban, Gary L. Miller, Marco Zagha
VECPAR
2000
Springer
13 years 10 months ago
A Parallel Implementation of an Interior-Point Algorithm for Multicommodity Network Flows
A parallel implementation of the specialized interior-point algorithm for multicommodity network flows introduced in [5] is presented. In this algorithm, the positive definite syst...
Jordi Castro, Antonio Frangioni
ECCV
2010
Springer
13 years 10 months ago
Bundle Adjustment in the Large
Abstract. We present the design and implementation of a new inexact Newton type algorithm for solving large-scale bundle adjustment problems with tens of thousands of images. We ex...
DAC
2010
ACM
13 years 7 months ago
An efficient dual algorithm for vectorless power grid verification under linear current constraints
Vectorless power grid verification makes it possible to evaluate worst-case voltage drops without enumerating possible current waveforms. Under linear current constraints, the vec...
Xuanxing Xiong, Jia Wang