Displaying similar documents to “Parallel algorithm for solving the Black-Scholes equation”

Inversion of square matrices in processors with limited calculation abillities

Krzysztof Janiszowski (2003)

International Journal of Applied Mathematics and Computer Science

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An iterative inversion algorithm for a class of square matrices is derived and tested. The inverted matrix can be defined over both real and complex fields. This algorithm is based only on the operations of addition and multiplication. The numerics of the algorithm can cope with a short number representation and therefore can be very useful in the case of processors with limited possibilities, like different neuro-computers and accelerator cards. The quality of inversion can be traced...

A parallel block Lanczos algorithm and its implementation for the evaluation of some eigenvalues of large sparse symmetric matrices on multicomputers

Mario Guarracino, Francesca Perla, Paolo Zanetti (2006)

International Journal of Applied Mathematics and Computer Science

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In the present work we describe HPEC (High Performance Eigenvalues Computation), a parallel software package for the evaluation of some eigenvalues of a large sparse symmetric matrix. It implements an efficient and portable Block Lanczos algorithm for distributed memory multicomputers. HPEC is based on basic linear algebra operations for sparse and dense matrices, some of which have been derived by ScaLAPACK library modules. Numerical experiments have been carried out to evaluate HPEC...