A Parallel Cyclic Reduction Algorithm for Pentadiagonal Systems with Application to a Convection-Dominated Heston PDE (Q4997346): Difference between revisions

From MaRDI portal
Changed an Item
Changed an Item
Property / describes a project that uses
 
Property / describes a project that uses: CUSPARSE / rank
 
Normal rank

Revision as of 20:53, 29 February 2024

scientific article; zbMATH DE number 7364306
Language Label Description Also known as
English
A Parallel Cyclic Reduction Algorithm for Pentadiagonal Systems with Application to a Convection-Dominated Heston PDE
scientific article; zbMATH DE number 7364306

    Statements

    A Parallel Cyclic Reduction Algorithm for Pentadiagonal Systems with Application to a Convection-Dominated Heston PDE (English)
    0 references
    0 references
    0 references
    29 June 2021
    0 references
    parallel cyclic reduction
    0 references
    convection-dominated PDE
    0 references
    GPU computing
    0 references
    high performance computing in finance
    0 references
    ADI
    0 references
    0 references
    0 references
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references