68 research outputs found
A note on the O(n)-storage implementation of the GKO algorithm
We propose a new O(n)-space implementation of the GKO-Cauchy algorithm for
the solution of linear systems with Cauchy-like matrix. Despite its slightly
higher computational cost, this new algorithm makes a more efficient use of the
processor cache memory. Thus, for matrices of size larger than about 500-1000,
it outperforms the existing algorithms.
We present an applicative case of Cauchy-like matrices with
non-reconstructible main diagonal. In this special instance, the O(n) space
algorithms can be adapted nicely to provide an efficient implementation of
basic linear algebra operations in terms of the low displacement-rank
generators
Probabilistic interpretation of market shares
The focus of this paper is the development of a steady-state (long-term) characterization of the market-allocation process under uncertainty in prices of delivered products. The generic method was developed with a view toward incorporation of the methodology within large-scale energy models such as the LEAP model of the US DOE or the TESOM model of Brookhaven National Laboratory. 19 references, 5 figures
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