PC
2010
13 years 4 months ago
2010
We study the forward and backward substitution phases of a sparse multifrontal factorization. These phases are often neglected in papers on sparse direct factorization but, in man...
PC
2010
13 years 4 months ago
2010
We present an efficient implementation of the Modified SParse Approximate Inverse (MSPAI) preconditioner. MSPAI generalizes the class of preconditioners based on Frobenius norm mi...
PC
2010
13 years 7 months ago
2010
PC
2010
13 years 7 months ago
2010
Graph component labelling, which is a subset of the general graph colouring problem, is a computationally expensive operation that is of importance in many applications and simula...
PC
2010
13 years 7 months ago
2010
PC
2010
13 years 7 months ago
2010
PC
2010
13 years 7 months ago
2010
The graphics processing unit (GPU) is used to solve large linear systems derived from partial differential equations. The differential equations studied are strongly convection-...
PC
2010
13 years 7 months ago
2010
We consider the computation of shortest paths on Graphic Processing Units (GPUs). The blocked recursive elimination strategy we use is applicable to a class of algorithms (such as...
PC
2010
13 years 7 months ago
2010
PC
2010
13 years 7 months ago
2010
• ‘Constructing 130/30-Portfolios with the Omega Ratio’, http://ssrn.com/abstract=1464798 (forthcoming, Journal of Asset Management), (with E. Schumann, G. di Tollo, G. Cabej...