We investigate the use of the multistep successive preconditioning strategies (MSP) to construct a class of parallel multilevel sparse approximate inverse (SAI) preconditioners. W...
We consider the problem of fitting a large-scale covariance matrix to multivariate Gaussian data in such a way that the inverse is sparse, thus providing model selection. Beginnin...
Onureena Banerjee, Laurent El Ghaoui, Alexandre d'...
Abstract. The Numerical Algorithms Group Ltd is currently participating in the European HPCN Fourth Framework project on Parallel Industrial NumErical Applications and Portable Lib...
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...
Sparse matrix-vector multiplication is an important kernel that often runs inefficiently on superscalar RISC processors. This paper describes techniques that increase instruction-...