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スパースソルバー

[Amos10]

Ron Amos. Lecture 3: Solving Equations Using Fixed Point Iterations, University of Wisconsin CS412: Introduction to Numerical Analysis, 2010 (available at http://pages.cs.wisc.edu/~holzer/cs412/lecture03.pdf).

[Smith86]

G.D.Smith. Numerical Solution of Partial Differential Equations: Finite Difference Methods, Oxford Applied Mathematics & Computing Science Series, Oxford University Press, USA, 1986.

数値演算

[Black73]

Fischer Black and Myron S. Scholes.The Pricing of Options and Corporate Liabilities.Journal of Political Economy, v81 issue 3, 637-654, 1973.

[Kargupta02]

Hillol Kargupta, Krishnamoorthy Sivakumar, and Samiran Ghost. A Random Matrix-Based Approach for Dependency Detection from Data Streams, Proceedings of Principles of Data Mining and Knowledge Discovery, PKDD 2002: 250-262. Springer, New York, 2002.

[KnuthV2]

D. Knuth. The Art of Computer Programming, Volume 2: Seminumerical Algorithms, section 3.4.2: Random Sampling and Shuffling. Algorithm P, 3rd Edition, Addison-Wesley Professional, 2014.

[SRSWOR]

Using Intel® C++ Composer XE for Multiple Simple Random Sampling without Replacement, available at https://community.intel.com/t5/Intel-oneAPI-Math-Kernel-Library/Using-Intel-C-Composer-XE-for-Multiple-Simple-Random-Sampling/m-p/1030226.

[Zhang12]

Zhang Zhang, Andrey Nikolaev, and Victoriya Kardakova. Optimizing Correlation Analysis of Financial Market Data Streams Using Intel® Math Kernel Library, Intel Parallel Universe Magazine, 12: 42-48, 2012.

[Bosner14]

Tina Bosner, Bojan Crnković, and Jerko Škifić.Tension splines with application on image resampling, Mathematical Communications 19 (3), 2014, 517-529.

[Zavyalov80]

Yu.S. Zavyalov, B.I.Kvasov, and V. L. Miroshnichenko.Methods of Spline Functions, Nauka (in Russian), 1980.

異なるプログラミング環境でのインテル® oneAPI マス・カーネル・ライブラリー (インテル® oneMKL) の使用

[AO]

Intel MKL Automatic Offload enabled functions for Intel® Xeon Phi™ coprocessors.