Abstract. Writing e cient iterative solvers for irregular, sparse matrices in HPF is hard. The locality in the computations is unclear, and for e ciency we use storage schemes that...
For regular, sparse, linear systems, like those derived from regular grids, using High Performance Fortran (HPF) for iterative solvers is straightforward. However, for irregular ma...
The finite difference discretization of the Poisson equation in three dimensions results in a large, sparse, and highly structured system of linear equations. This prototype prob...
Computations with sparse matrices on "multicore cache based" computers are affected by the irregularity of the problem at hand, and performance degrades easily. In this ...
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...