Parallel Inversion of Matrices with Simultaneously Diagonalizable Blocks, by D. Lazaridis, K.A.Draziotis and N.L. Tsitsas. The accompanying code has been designed to facilitate experimental ...

This repository demonstrates a powerful, classical linear algebra technique—low-rank approximation via Singular Value Decomposition (SVD)—to dramatically accelerate common matrix operations like GEMM ...

Random sampling from a multivariate normal distribution is essential for Monte Carlo simulations in many credit risk models. For a portfolio of N obligors, standard methods usually require O(N2) ...

Abstract: We examine the implementation of block compressed row storage (BCSR) sparse matrix-vector multiplication (SpMV) for sparse matrices with dense block substructure, optimized for blocks with ...

Abstract: An algorithm to assign eigenvalues in a multi-input system using a block-Hessenberg matrix is presented in this paper. The present algorithm can assign multiple eigenvalues and also complex ...

Over the proceeding decades, polymer-based materials have become increasingly crucial to modern automobile design due to their high strength-to-weight and stiffness-to-weight ratios, ability to be ...