We study the forward and backward substitution phases of a sparse multifrontal factorization. These phases are often neglected in papers on sparse direct factorization but, in man...
Patrick Amestoy, Iain S. Duff, Abdou Guermouche, T...
We present an efficient implementation of the Modified SParse Approximate Inverse (MSPAI) preconditioner. MSPAI generalizes the class of preconditioners based on Frobenius norm mi...
Thomas Huckle, A. Kallischko, A. Roy, M. Sedlacek,...
Graph component labelling, which is a subset of the general graph colouring problem, is a computationally expensive operation that is of importance in many applications and simula...
The graphics processing unit (GPU) is used to solve large linear systems derived from partial differential equations. The differential equations studied are strongly convection-...
Joseph M. Elble, Nikolaos V. Sahinidis, Panagiotis...
We consider the computation of shortest paths on Graphic Processing Units (GPUs). The blocked recursive elimination strategy we use is applicable to a class of algorithms (such as...
• ‘Constructing 130/30-Portfolios with the Omega Ratio’, http://ssrn.com/abstract=1464798 (forthcoming, Journal of Asset Management), (with E. Schumann, G. di Tollo, G. Cabej...