in this paper‎, ‎an efficient dropping criterion has been used to compute the iul factorization obtained from backward factored approximate inverse (bfapinv) and ilu factorization obtained from forward factored approximate inverse (ffapinv) algorithms‎. ‎we use different drop tolerance parameters to compute the preconditioners‎. ‎to study the effect of such a dropping on the quality of the ilu ...

The approximate inverse AINV and the factored approximate inverse FAPINV are two known algorithms in the field of preconditioning of linear systems of equations. Both of these algorithms compute a sparse approximate inverse of matrix A in the factored form and are based on computing two sets of vectors which are A-biconjugate. The AINV algorithm computes the inverse factors W and Z of a matrix ...

In this paper‎, ‎an efficient dropping criterion has been used to compute the IUL factorization obtained from Backward Factored APproximate INVerse (BFAPINV) and ILU factorization obtained from Forward Factored APproximate INVerse (FFAPINV) algorithms‎. ‎We use different drop tolerance parameters to compute the preconditioners‎. ‎To study the effect of such a dropping on the quality of the ILU ...

The problem of term structure of interest rates modelling is considered in a continuous-time framework. The emphasis is on the bond prices, forward bond prices and so-called LIBOR rates, rather than on the instantaneous continuously compounded rates as in most traditional models. Forward and spot probability measures are introduced in this general set-up. Two conditions of noarbitrage between b...