High performance computing is becoming increasingly important in the field of financial computing, as the complexity of financial models continues to increase. Many of these financ...
Abstract. A new strategy to avoid the order reduction of Runge-Kutta methods when integrating linear, autonomous, nonhomogeneous initial boundary value problems is presented. The s...
We investigate an acceleration technique for restarted Krylov subspace methods for computing the action of a function of a large sparse matrix on a vector. Its effect is to ultima...
Abstract. A very compact algorithm is presented for fundamental matrix computation from point correspondences over two images. The computation is based on the strict maximum likeli...
ing and Verifying Strategy-proofness for Auction Mechanisms E. M. Tadjouddine, F. Guerin, and W. Vasconcelos Department of Computing Science, King's College, University of Abe...
Emmanuel M. Tadjouddine, Frank Guerin, Wamberto We...