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PPOPP
2010
ACM
15 years 11 months ago
Fast tridiagonal solvers on the GPU
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 (...
Yao Zhang, Jonathan Cohen, John D. Owens
IOR
2008
109views more  IOR 2008»
15 years 1 months ago
Polynomial-Time Algorithms for Stochastic Uncapacitated Lot-Sizing Problems
In 1958, Wagner and Whitin published a seminal paper on the deterministic uncapacitated lot-sizing problem, a fundamental model that is embedded in many practical production plann...
Yongpei Guan, Andrew J. Miller
ICIP
2009
IEEE
16 years 3 months ago
Modified Compressive Sensing For Real-time Dynamic Mr Imaging
In this work, we propose algorithms to recursively and causally reconstruct a sequence of natural images from a reduced number of linear projection measurements taken in a domain ...
SOFSEM
2007
Springer
15 years 8 months ago
Straightening Drawings of Clustered Hierarchical Graphs
In this paper we deal with making drawings of clustered hierarchical graphs nicer. Given a planar graph G = (V, E) with an assignment of the vertices to horizontal layers, a plane ...
Sergey Bereg, Markus Völker, Alexander Wolff,...
SIAMSC
2008
143views more  SIAMSC 2008»
15 years 1 months ago
Numerical Valuation of European and American Options under Kou's Jump-Diffusion Model
Numerical methods are developed for pricing European and American options under Kou's jump-diffusion model which assumes the price of the underlying asset to behave like a ge...
Jari Toivanen