From: nisha kannookadan (nishak44_at_[hidden])
Date: 2008-01-27 16:43:50
Thanks, I didnt hear about it before, but I will check it out.
Vielen Dank ;)
> Date: Sun, 27 Jan 2008 21:34:03 +0100
> From: guwi17_at_[hidden]
> To: ublas_at_[hidden]
> Subject: Re: [ublas] Matrix Size/ Memory
> nisha kannookadan schrieb:
>> Hi everybody
>> Thank you for all the advices.
>>> BTW: What are you going to do with such a large matrix? If you plan to
>>> do linear algebra you should use sophisticated compression
>>> techniques ...
>> I compute option prices for multi-dimensional assets on a sparse grid with FEM-and for dimension 5 the matrix gets quite huge, but it will be cut later :).
> You should have a look at: http://www.hlib.org/
> Do you know the research group of Prof. Griebel
> (http://wissrech.ins.uni-bonn.de/main/). I heard some talks of his
> students explaining how to handle high dimensional systems.
> And I heards a talk of Prof. Matthies about:
> Hermann.G. Matthies, Andreas Keese, /Multilevel Methods for Stochastic
> Systems/, Proceedings of the 2nd European Conference on Computational
> Mechanics, Krakau, 2001.
> may be there are already new results availaible.
> ublas mailing list
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