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Some of the authors design an algorithm, named the dhLV algorithm, for computing complex eigenvalues of a certain band matrix. The recursion formula of the dhLV algorithm is derived from the discrete hungry Lotka-Volterra system which is an integrable system. One of the authors proposes an algorithm, named the multiple dqd algorithm, for eigenvalues of… (More)

I n many of the numerical methods for pricing American options based on the dynamic programming approach, the most computationally intensive part can be formulated as the summation of Gaussians. Though this operation usually requires OONN work when there are N summations to compute and the number of terms appearing in each summation is N , we can reduce the… (More)

- Yusaku Yamamoto, Takeshi Fukaya, Takashi Uneyama, Masami Takata, Kinji Kimura, Masashi Iwasaki +1 other
- PaCT
- 2007

- Yuusuke Takahashi, Yuusuke Hirota, Yusaku Yamamoto
- 2012

In this paper, we consider the solution of a medium-size symmetric eigenvalue problem on a massively parallel computer using the block Jacobi method. We compare parallel cyclic block Jacobi methods using 1-dimensional and 2-dimensional data distribution and show that the latter has advantages in terms of the number of processors that can be used and the… (More)

Based on the integrable discrete hungry Toda (dhToda) equation, the authors designed an algorithm for computing eigenvalues of a class of totally nonnegative matrices (Ann Mat Pura Appl, doi: 10.1007/s10231-011-0231-0 ). This is named the dhToda algorithm, and can be regarded as an extension of the well-known qd algorithm. The shifted dhToda algorithm has… (More)

The small-bulge multishift QR algorithm proposed by Bra-man, Byers and Mathias is one of the most eecient algorithms for computing the eigenvalues of nonsymmetric matrices on processors with hierarchical memory. However, to fully extract its po t e n tial performance, it is crucial to choose the block size m properly according to the target architecture and… (More)