Sciweavers

498 search results - page 18 / 100
» An algorithm to solve integer linear systems exactly using n...
Sort
View
PVM
1999
Springer
13 years 11 months ago
Parallel Monte Carlo Algorithms for Sparse SLAE Using MPI
The problem of solving sparse Systems of Linear Algebraic Equations (SLAE) by parallel Monte Carlo numerical methods is considered. The almost optimal Monte Carlo algorithms are pr...
Vassil N. Alexandrov, Aneta Karaivanova
SIAMSC
2010
143views more  SIAMSC 2010»
13 years 6 months ago
Computing and Deflating Eigenvalues While Solving Multiple Right-Hand Side Linear Systems with an Application to Quantum Chromod
Abstract. We present a new algorithm that computes eigenvalues and eigenvectors of a Hermitian positive definite matrix while solving a linear system of equations with Conjugate G...
Andreas Stathopoulos, Konstantinos Orginos
GECCO
2003
Springer
201views Optimization» more  GECCO 2003»
14 years 22 days ago
Solving Mastermind Using Genetic Algorithms
The MasterMind game involves decoding a secret code. The classic game is a code of six possible colors in four slots. The game has been analyzed and optimal strategies have been po...
Tom Kalisker, Doug Camens
SIAMSC
2008
143views more  SIAMSC 2008»
13 years 7 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
PC
2002
118views Management» more  PC 2002»
13 years 7 months ago
Parallel algorithms for indefinite linear systems
Saddle-point problems give rise to indefinite linear systems that are challenging to solve via iterative methods. This paper surveys two recent techniques for solving such problem...
Ahmed H. Sameh, Vivek Sarin