A parallel SVD algorithm and its application to financial ratio analysis (CROSBI ID 122144)
Prilog u časopisu | izvorni znanstveni rad | međunarodna recenzija
Podaci o odgovornosti
Manger, Robert ; Grbić, Mladen ; Plantamura, Vito Leonardo ; Souček, Branko
engleski
A parallel SVD algorithm and its application to financial ratio analysis
In this paper we describe a parallel version of the Hestenes algorithm for computing the singular value decomposition. We also describe a corresponding implementation on a transputer network. The implementation has been used to accelerate some programs for financial ratio analysis. Empirical results regarding the efficiency of our implementation are also presented.
singular value decomposition; parallel computing; financial ratio analysis; transputer networks
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Povezanost rada
Računarstvo, Matematika