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Many-core parallel computing and programming is a new challenge for formal specification and verification. This paper presents a semantic model for many-core parallel computing systems so that the systems can be modeled and verified in a manageable way. The model is called Cylinder Computation Model (CCM) which is based on projection constructs in Projection Temporal Logic (PTL) and Modeling, Simulation...
We present a multi-threaded parallel algorithm that computes the ask and bid prices of American options with the asset transaction costs being taken into consideration. The parallel algorithm is based on the recombining binomial tree model, and is designed for modern shared-memory multi-core processors. Although parallel pricing algorithms for American options have been well studied, the cases with...
This article presents a novel CPU-based parallel algorithm (P-SURF) that computes the Speeded-Up Robust Features (SURF), a local descriptor that is able to find point correspondences between images in spite of scaling and rotation. The algorithm presented here parallelises all the seven major steps found in the original serial computation. The task in each of the steps is decomposed and the fractions...
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