Yusaku Yamamoto

Application of the Fast Gauss Transform to Option Pricing

Mark Broadie, Yusaku Yamamoto · Management Science · 2003 · 93 citations

Business, Finance, Financial Economics +14

Shifted Cholesky QR for Computing the QR Factorization of Ill-Conditioned Matrices

Takeshi Fukaya, Ramaseshan Kannan, Yuji Nakatsukasa et al. · SIAM Journal on Scientific Computing · 2020 · 52 citations · Full text

Computing, Computer Engineering, Computer Science +11

CholeskyQR2: A Simple and Communication-Avoiding Algorithm for Computing a Tall-Skinny QR Factorization on a Large-Scale Parallel System

Takeshi Fukaya, Yuji Nakatsukasa, Yuka Yanagisawa et al. · 2014 · 36 citations

Computing, Computer Science, High-performance Computing +16

Integrable discrete hungry systems and their related matrix eigenvalues

Akiko Fukuda, Emiko Ishiwata, Yusaku Yamamoto et al. · Annali di Matematica Pura ed Applicata (1923 -) · 2011 · 29 citations · Full text

Natural Sciences, Mathematics, Complex Systems +13

A block IDR(<mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML" altimg="si87.gif" display="inline" overflow="scroll"><mml:mi>s</mml:mi></mml:math>) method for nonsymmetric linear systems with multiple right-hand sides

Lei Du, Tomohiro Sogabe, Bo Yu et al. · Journal of Computational and Applied Mathematics · 2011 · 28 citations

Natural Sciences, Mathematics, Algorithms +7