🧮 Solving the Black-Scholes equation by the finite-difference methods and researching of the Cuthill-McKee and the minimum degree algorithms
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Updated
Jul 28, 2022 - Jupyter Notebook
🧮 Solving the Black-Scholes equation by the finite-difference methods and researching of the Cuthill-McKee and the minimum degree algorithms
GraphOrdering.jl is a package focused on a problem of renumbering vertices of a graph such a way that the bandwidth of the sparse matrix is minimized. In other words: find a permutation of system of equations which minimized the fill-in of sparse matrix during matrix factorization. The functionality of the package corresponds to the symrcm funct…
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