— With the principal goal of developing an alternative, relatively simple and tractable pricing framework for accurately reproducing a market implied volatility surface, this pap...
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...
This paper introduces an analysis technique, commutativity analysis, for automatically parallelizing computations that manipulate dynamic, pointer-based data structures. Commutati...
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...
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 ...