Design and Implementation of a Parallel Markowitz Threshold Algorithm (Q5112242)

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scientific article; zbMATH DE number 7206104
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Design and Implementation of a Parallel Markowitz Threshold Algorithm
scientific article; zbMATH DE number 7206104

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    Design and Implementation of a Parallel Markowitz Threshold Algorithm (English)
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    28 May 2020
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    Luby's algorithm
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    multicore
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    sparse unsymmetric matrices
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    parallel pivot selection
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    sparse factorization
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