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 Jeremy Appleyard

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Average citations per article1.00
Citation Count2
Publication count2
Publication years2014-2016
Available for download2
Average downloads per article107.50
Downloads (cumulative)215
Downloads (12 Months)64
Downloads (6 Weeks)12
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June 2016 ACM Transactions on Mathematical Software (TOMS): Volume 42 Issue 4, July 2016
Publisher: ACM
Citation Count: 1
Downloads (6 Weeks): 9,   Downloads (12 Months): 48,   Downloads (Overall): 116

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Engineering, scientific, and financial applications often require the simultaneous solution of a large number of independent tridiagonal systems of equations with varying coefficients. Since the number of systems is large enough to offer considerable parallelism on manycore systems, the choice between different tridiagonal solution algorithms, such as Thomas, Cyclic Reduction ...
Keywords: CPU, vectorization, CUDA, GPU, Scalar tridiagonal solver, Xeon Phi, block tridiagonal solver, MIC

November 2014 WHPCF '14: Proceedings of the 7th Workshop on High Performance Computational Finance
Publisher: IEEE Press
Citation Count: 1
Downloads (6 Weeks): 1,   Downloads (12 Months): 23,   Downloads (Overall): 89

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This paper discusses the implementation of one-factor and three-factor PDE models on GPUs. Both explicit and implicit time-marching methods are considered, with the latter requiring the solution of multiple tridiagonal systems of equations. Because of the small amount of data involved, one-factor models are primarily compute-limited, with a very good ...
Keywords: computational finance, tridiagonal equations, GPU computing, vectorisation

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