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TOMS
2011
101views more  TOMS 2011»
13 years 3 months ago
Partitioned Triangular Tridiagonalization
Abstract. We present a partitioned algorithm for reducing a symmetric matrix to a tridiagonal form, with partial pivoting. That is, the algorithm computes a factorization P AP T = ...
Miroslav Rozlozník, Gil Shklarski, Sivan To...
SIAMSC
2008
143views more  SIAMSC 2008»
13 years 8 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
JAIR
2008
103views more  JAIR 2008»
13 years 8 months ago
ICE: An Expressive Iterative Combinatorial Exchange
We present the design and analysis of the first fully expressive, iterative combinatorial exchange (ICE). The exchange incorporates a tree-based bidding language (TBBL) that is co...
Benjamin Lubin, Adam I. Juda, Ruggiero Cavallo, S&...
ECCV
2010
Springer
13 years 11 months ago
Learning PDEs for Image Restoration via Optimal Control
Partial differential equations (PDEs) have been successfully applied to many computer vision and image processing problems. However, designing PDEs requires high mathematical skill...
SIAMSC
2010
132views more  SIAMSC 2010»
13 years 7 months ago
A Posteriori Error Estimates Including Algebraic Error and Stopping Criteria for Iterative Solvers
For the finite volume discretization of a second-order elliptic model problem, we derive a posteriori error estimates which take into account an inexact solution of the associated...
Pavel Jiránek, Zdenek Strakos, Martin Vohra...