19 search results - page 2 / 4 » Parallel block tridiagonalization of real symmetric matrices |
FOCM
2010
13 years 4 months ago
2010
One of the most widely used methods for eigenvalue computation is the QR iteration with Wilkinson’s shift: here the shift s is the eigenvalue of the bottom 2 × 2 principal mino...
SIAMJO
2010
13 years 1 months ago
2010
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 ...
PPAM
2005
Springer
13 years 11 months ago
2005
Springer
Algorithms for the sparse matrix-vector multiplication (shortly SpM×V ) are important building blocks in solvers of sparse systems of linear equations. Due to matrix sparsity, the...
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EUROPAR
2003
Springer
13 years 11 months ago
2003
Springer
An implementation of a parallel ScaLAPACK-style solver for the general Sylvester equation, op(A)X −Xop(B) = C, where op(A) denotes A or its transpose AT , is presented. The paral...
AMC
2006
13 years 6 months ago
2006
A parallel algorithm based on the multidimensional minimization of the Rayleigh quotient is proposed to evaluate the leftmost eigenpairs of the generalized symmetric positive defi...