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» A Distributed Parallel Programming Framework
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HPCS
2005
IEEE
16 years 8 days ago
Parallel Lattice Implementation for Option Pricing under Mixed State-Dependent Volatility Models
— With the principal goal of developing an alternative, relatively simple and tractable pricing framework for accurately reproducing a market implied volatility surface, this pap...
Giuseppe Campolieti, Roman Makarov
ICPPW
2006
IEEE
16 years 21 days ago
Multidimensional Dataflow-based Parallelization for Multimedia Instruction Set Extensions
In retargeting loop-based code for multimedia instruction set extensions, a critical issue is that vector data types of mixed precision within a loop body complicate the paralleli...
Lewis B. Baumstark Jr., Linda M. Wills
IPPS
1996
IEEE
15 years 10 months ago
Commutativity Analysis: A Technique for Automatically Parallelizing Pointer-Based Computations
This paper introduces an analysis technique, commutativity analysis, for automatically parallelizing computations that manipulate dynamic, pointer-based data structures. Commutati...
Martin C. Rinard, Pedro C. Diniz
IPPS
2009
IEEE
16 years 1 months ago
Parallel solvers for dense linear systems for heterogeneous computational clusters
This paper describes the design and the implementation of parallel routines in the Heterogeneous ScaLAPACK library that solve a dense system of linear equations. This library is w...
Ravi Reddy Manumachu, Alexey L. Lastovetsky, Pedro...
ICS
1998
Tsinghua U.
15 years 11 months ago
Techniques for Empirical Testing of Parallel Random Number Generators
Parallel computers are now commonly used for computational science and engineering, and many applications in these areas use random number generators. For some applications, such ...
Paul D. Coddington, Sung Hoon Ko