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» Computable Linearizations of Well-partial-orderings
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CATS
2007
15 years 8 months ago
A Linear Time Algorithm for Pricing European Sequential Barrier Options
Financial derivatives are contracts concerning rights and obligations to engage in future transactions on some underlying financial instrument. A major concern in financial mark...
Peng Gao, Ron van der Meyden
SCL
2008
150views more  SCL 2008»
15 years 7 months ago
Interconnection of Kronecker canonical form and special coordinate basis of multivariable linear systems
This paper establishes a straightforward interconnection between the Kronecker canonical form and the special coordinate basis of linear systems. Such an interconnection yields an...
Ben M. Chen, Xinmin Liu, Zongli Lin
ECOOPW
1998
Springer
15 years 11 months ago
A Rational Approach to Portable High Performance: The Basic Linear Algebra Instruction Set (BLAIS) and the Fixed Algorithm Size
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...
Jeremy G. Siek, Andrew Lumsdaine
EWRL
2008
15 years 9 months ago
New Error Bounds for Approximations from Projected Linear Equations
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...
Huizhen Yu, Dimitri P. Bertsekas
ECOOPW
1998
Springer
15 years 11 months ago
The Matrix Template Library: A Unifying Framework for Numerical Linear Algebra
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...
Jeremy G. Siek, Andrew Lumsdaine