𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Algorithm 583: LSQR: Sparse Linear Equations and Least Squares Problems

✍ Scribed by Paige, Christopher C.; Saunders, Michael A.


Book ID
121006133
Publisher
Association for Computing Machinery
Year
1982
Tongue
English
Weight
700 KB
Volume
8
Category
Article
ISSN
0098-3500

No coin nor oath required. For personal study only.


📜 SIMILAR VOLUMES


Numerical Methods and Optimization in Fi
✍ Gilli, Manfred 📂 Article 📅 2011 🏛 Elsevier 🌐 English ⚖ 344 KB

This book describes computational finance tools. It covers fundamental numerical analysis and computational techniques, such as option pricing, and gives special attention to simulation and optimization. Many chapters are organized as case studies around portfolio insurance and risk estimation probl