Abstract. In this paper we discuss an inclusion method for solving rectangular (over- and under-determined) dense linear systems where the input data are uncertain and vary within ...
Solving linear systems with a large number of variables is at the core of many scienti c problems. Parallel processing techniques for solving such systems have received much attent...
Arun Nagari, Itamar Elhanany, Ben Thompson, Fangxi...
The scalable parallel implementation, targeting SMP and/or multicore architectures, of dense linear algebra libraries is analyzed. Using the LU factorization as a case study, it is...
Abstract. A parallel version of the self-verified method for solving linear systems was presented in [19, 18]. In this research we propose improvements aiming at a better performan...
It has been shown that the sparse grid combination technique can be a practical tool to solve high dimensional PDEs arising in multidimensional option pricing problems in finance...