A PARALLEL SVD ALGORITHM AND ITS APPLICATION TO FINANCIAL RATIO ANALYSIS

Authors
MANGER R GRBIC M PLANTAMURA VL SOUCEK B
Citation
R. Manger et al., A PARALLEL SVD ALGORITHM AND ITS APPLICATION TO FINANCIAL RATIO ANALYSIS, Microprocessing and microprogramming, 41(1), 1995, pp. 97-106
Citations number
11
Categorie Soggetti
Computer Sciences","Computer Science Hardware & Architecture
Journal title
Microprocessing and microprogramming → ACNP
ISSN journal
01656074
Volume
41
Issue
1
Year of publication
1995
Pages
97 - 106
Database
ISI
SICI code
0165-6074(1995)41:1<97:APSAAI>2.0.ZU;2-F
Abstract
In this paper we describe a parallel version of the Hestenes algorithm for computing the singular value decomposition. We also describe a co rresponding implementation on a transputer network. The implementation has been used to accelerate some programs for financial ratio analysi s. Empirical results regarding the efficiency of our implementation ar e also presented.