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PC
2008
158views Management» more  PC 2008»
15 years 6 months ago
Application of multistage stochastic programs solved in parallel in portfolio management
We present a multistage model for allocation of financial resources to bond indices in different currencies. The model was tested on historical data of interest and exchange rates...
Mária Lucká, Igor Melichercik, Ladis...
EUROPAR
2004
Springer
15 years 12 months ago
Task-Queue Based Hybrid Parallelism: A Case Study
Abstract. In this paper we report on our experiences with hybrid parallelism in PARDISO, a high-performance sparse linear solver. We start with the OpenMP-parallel numerical factor...
Karl Fürlinger, Olaf Schenk, Michael Hagemann
NAA
2004
Springer
117views Mathematics» more  NAA 2004»
15 years 12 months ago
Parallel Performance of a 3D Elliptic Solver
It was recently shown that block-circulant preconditioners applied to a conjugate gradient method used to solve structured sparse linear systems arising from 2D or 3D elliptic prob...
Ivan Lirkov
IPPS
2000
IEEE
15 years 11 months ago
The Parallelization of a Knowledge Discovery System with Hypergraph Representation
Abstract. Knowledge discovery is a time-consuming and space intensive endeavor. By distributing such an endeavor, we can diminish both time and space. System INDEDpronounced indee...
Jennifer Seitzer, James P. Buckley, Yi Pan, Lee A....
PPL
2002
83views more  PPL 2002»
15 years 6 months ago
Trading Replication for Communication in Parallel Distributed-Memory Dense Solvers
We present new communication-efficient parallel dense linear solvers: a solver for triangular linear systems with multiple right-hand sides and an LU factorization algorithm. Thes...
Dror Irony, Sivan Toledo