Iterative solvers such as the Jacobi and Gauss-Seidel relaxation methods are important, but time-consuming building blocks of many scientific and engineering applications. The per...
Compiler transformations can significantly improve data locality for many scientific programs. In this paper, we show iterative solvers for partial differential equations (PDEs) i...
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...
The limiting factor for efficiency of sparse linear solvers is the memory bandwidth. In this work, we utilize GPU’s high memory bandwidth for implementation of a sparse iterative...