Design and Implementation of a Parallel Markowitz Threshold Algorithm
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Publication:5112242
DOI10.1137/19M1245815zbMath1440.65041MaRDI QIDQ5112242
Timothy A. Davis, Stojce Nakov, Iain S. Duff
Publication date: 28 May 2020
Published in: SIAM Journal on Matrix Analysis and Applications (Search for Journal in Brave)
Computational methods for sparse matrices (65F50) Iterative numerical methods for linear systems (65F10) Parallel numerical computation (65Y05) Linear equations (linear algebraic aspects) (15A06)
Uses Software
Cites Work
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