The QR algorithm is currently the most popular method for finding all eigenvalues of a full matrix. While QR is now well understood by specialists in eigenvalue computations, this understanding is not ...

An algorithm is described that prices European average options. The algorithm is tested against Monte Carlo estimates and is shown to be accurate. The speed of the algorithm is comparable to the Black ...

A team of computer scientists has come up with a dramatically faster algorithm for one of the oldest problems in computer science: maximum flow. The problem asks how much material can flow through a ...