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PPOPP
2010
ACM
15 years 9 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»
14 years 11 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 26 days 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 6 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»
14 years 11 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