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» Additive Preconditioning for Matrix Computations
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SIAMJO
2010
155views more  SIAMJO 2010»
14 years 7 months ago
Optimal Portfolio Execution Strategies and Sensitivity to Price Impact Parameters
When liquidating a portfolio of large blocks of risky assets, an institutional investor wants to minimize the cost as well as the risk of execution. An optimal execution strategy ...
Somayeh Moazeni, Thomas F. Coleman, Yuying Li
TCS
2011
14 years 7 months ago
Dynamic normal forms and dynamic characteristic polynomial
Abstract. We present the first fully dynamic algorithm for computing the characteristic polynomial of a matrix. In the generic symmetric case our algorithm supports rank-one updat...
Gudmund Skovbjerg Frandsen, Piotr Sankowski
CORR
2010
Springer
127views Education» more  CORR 2010»
15 years 17 days ago
MINRES-QLP: a Krylov subspace method for indefinite or singular symmetric systems
Abstract. CG, SYMMLQ, and MINRES are Krylov subspace methods for solving large symmetric systems of linear equations. CG (the conjugate-gradient method) is reliable on positive-def...
Sou-Cheng T. Choi, Christopher C. Paige, Michael A...
110
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SIAMMAX
2010
224views more  SIAMMAX 2010»
14 years 7 months ago
Robust Approximate Cholesky Factorization of Rank-Structured Symmetric Positive Definite Matrices
Abstract. Given a symmetric positive definite matrix A, we compute a structured approximate Cholesky factorization A RT R up to any desired accuracy, where R is an upper triangula...
Jianlin Xia, Ming Gu
HASE
2008
IEEE
15 years 7 months ago
Low Cost Secure Computation for the General Client-Server Computation Model
Due to the large number of attacks on open networks, information theft becomes a more and more severe problem. Secure computation can offer highly assured confidentiality protecti...
Liangliang Xiao, I-Ling Yen, Farokh B. Bastani