Software
Software
TraceminLaplacianSchur.m: Trace minimization algorithm for computing the smallest eigenvalues and eigenvectors of a graph Laplacian matrix. The zero subspace is deflated.Â
CholPivot.m: rank revealing Cholesky factorization.
MinCutPrimalDualDiagPrec.m: a first order primal-dual algorithm for solving s-t min-cut.
MRF-ENERMIN: a MATLAB package for energy minimization in Markov random field using Graph Cuts.
PageRankMPI: a parallel PageRank implementation using MPI.
ParallelJohnson: Parallel MPI implementation of Johnson's algorithm for single source shortest path.
RandomWalkPThread: a parallel random walk approximation of PageRank using Pthread.
Advanced Risk and Portfolio Management: the MATLAB code for a miniature example of quant risk and portfolio management.
PSPIKE+: a robust and scalable parallel hybrid linear system solver using algebraic domain decomposition.
PIRMCut: a parallel numerical s-t min-cut solver using iteratively reweighted least squares and the two-level rounding scheme.
G-PAVER: a weighted graph based matrix reordering package.