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 ...
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...
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...
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...
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...