Financial derivatives are contracts concerning rights and obligations to engage in future transactions on some underlying financial instrument. A major concern in financial mark...
This paper establishes a straightforward interconnection between the Kronecker canonical form and the special coordinate basis of linear systems. Such an interconnection yields an...
Abstract. We introduce a collection of high performance kernels for basic linear algebra. The kernels encapsulate small xed size computations in order to provide building blocks fo...
We consider linear fixed point equations and their approximations by projection on a low dimensional subspace. We derive new bounds on the approximation error of the solution, whi...
Abstract. We present a uni ed approach for expressing high performance numerical linear algebra routines for a class of dense and sparse matrix formats and shapes. As with the Stan...