Direct Methods for Sparse Linear Systems

Author: Timothy A. Davis

Publisher: SIAM

ISBN: 9780898718881

Category: Linear systems

Page: 217

View: 8051

Presents the fundamentals of sparse matrix algorithms to provide the requisite background. The book includes CSparse, a concise downloadable sparse matrix package that illustrates the algorithms and theorems presented in the book and equips readers with the tools necessary to understand larger and more complex software packages.

Direct Methods for Sparse Matrices

Author: I. S. Duff,J. K. Reid

Publisher: Oxford University Press

ISBN: 0198508387

Category:

Page: 416

View: 849

The subject of sparse matrices has its root in such diverse fields as management science, power systems analysis, surveying, circuit theory, and structural analysis. Efficient use of sparsity is a key to solving large problems in many fields. This second edition is a complete rewrite of the first edition published 30 years ago. Much has changed since that time. Problems have grown greatly in size and complexity; nearly all examples in the first edition were of order less than 5,000 in the first edition, and are often more than a millionin the second edition. Computer architectures are now much more complex, requiring new ways of adapting algorithms to parallel environments with memory hierarchies. Because the area is such an important one to all of computational science and engineering, a huge amount of research has been done inthe last 30 years, some of it by the authors themselves. This new research is integrated into the text with a clear explanation of the underlying mathematics and algorithms.New research that is described includes new techniques for scaling and error control, new orderings, new combinatorial techniques for partitioning both symmetric and unsymmetric problems, and a detailed description of the multifrontal approach to solving systems that was pioneered by the research ofthe authors and colleagues. This includes a discussion of techniques for exploiting parallel architectures and new work for indefinite and unsymmetric systems.

Computer Solution of Large Linear Systems

Author: Gerard Meurant

Publisher: Elsevier

ISBN: 9780080529516

Category: Mathematics

Page: 776

View: 1215

This book deals with numerical methods for solving large sparse linear systems of equations, particularly those arising from the discretization of partial differential equations. It covers both direct and iterative methods. Direct methods which are considered are variants of Gaussian elimination and fast solvers for separable partial differential equations in rectangular domains. The book reviews the classical iterative methods like Jacobi, Gauss-Seidel and alternating directions algorithms. A particular emphasis is put on the conjugate gradient as well as conjugate gradient -like methods for non symmetric problems. Most efficient preconditioners used to speed up convergence are studied. A chapter is devoted to the multigrid method and the book ends with domain decomposition algorithms that are well suited for solving linear systems on parallel computers.

Computational Methods for Large Sparse Power Systems Analysis

An Object Oriented Approach

Author: S. A. Soman,S. A. Khaparde,Shubha Pandit

Publisher: Springer Science & Business Media

ISBN: 9780792375913

Category: Computers

Page: 333

View: 4287

Computational methods in Power Systems require significant inputs from diverse disciplines, such as data base structures, numerical analysis etc. Strategic decisions in sparsity exploitation and algorithm design influence large-scale simulation and high-speed computations. Selection of programming paradigm shapes the design, its modularity and reusability. This has a far reaching effect on software maintenance. Computational Methods for Large Sparse Power Systems Analysis: An Object Oriented Approach provides a unified object oriented (OO) treatment for power system analysis. Sparsity exploitation techniques in OO paradigm are emphasized to facilitate large scale and fast computing. Specific applications like large-scale load flow, short circuit analysis, state estimation and optimal power flow are discussed within this framework. A chapter on modeling and computational issues in power system dynamics is also included. Motivational examples and illustrations are included throughout the book. A library of C++ classes provided along with this book has classes for transmission lines, transformers, substation etc. A CD-ROM with C++ programs is also included. It contains load flow, short circuit analysis and network topology processor applications. Power system data is provided and systems up to 150 buses can be studied. Other Special Features: This book is the first of its kind, covering power system applications designed with an OO perspective. Chapters on object orientation for modeling of power system computations, data structure, large sparse linear system solver, sparse QR decomposition in an OO framework are special features of this book.

Understanding and Implementing the Finite Element Method

Author: Mark S. Gockenbach

Publisher: SIAM

ISBN: 0898716144

Category: Mathematics

Page: 363

View: 2740

The ?nite element method is the most powerful general-purpose technique for comput­ing accurate solutions to partial differential equations. Understanding and Implementing the Finite Element Method is essential reading for those interested in understanding both the theory and the implementation of the ?nite element method for equilibrium problems. This book contains a thorough derivation of the finite element equations as well as sections on programming the necessary calculations, solving the finite element equations, and using a posteriori error estimates to produce validated solutions. Accessible introductions to advanced topics, such as multigrid solvers, the hierarchical basis conjugate gradient method, and adaptive mesh generation, are provided. Each chapter ends with exercises to help readers master these topics. Understanding and Implementing the Finite Element Method includes a carefully documented collection of MATLAB® programs implementing the ideas presented in the book. Readers will bene?t from a careful explanation of data structures and speci?c coding strategies and will learn how to write a ?nite element code from scratch. Students can use the MATLAB codes to experiment with the method and extend them in various ways to learn more about programming ?nite elements. This practical book should provide an excellent foundation for those who wish to delve into advanced texts on the subject, including advanced undergraduates and beginning graduate students in mathematics, engineering, and the physical sciences.Preface; Part I: The Basic Framework for Stationary Problems. Chapter 1: Some Model PDEs; Chapter 2: The weak form of a BVP; Chapter 3: The Galerkin method; Chapter 4: Piecewise polynomials and the finite element method; Chapter 5: Convergence of the finite element method; Part II Data Structures and Implementation. Chapter 6: The mesh data structure; Chapter 7: Programming the finite element method: Linear Lagrange triangles; Chapter 8: Lagrange triangles of arbitrary degree; Chapter 9: The finite element method for general BVPs; Part III: Solving the Finite Element Equations. Chapter 10: Direct solution of sparse linear systems; Chapter 11: Iterative methods: Conjugate gradients; Chapter 12: The classical stationary iterations; Chapter 13: The multigrid method; Part IV: Adaptive Methods. Chapter 14: Adaptive mesh generation; Chapter 15: Error estimators and indicators; Bibliography; Index.

Parallel Processing for Scientific Computing

Author: Michael A. Heroux,Padma Raghavan,Horst D. Simon

Publisher: SIAM

ISBN: 9780898718133

Category: Parallel processing (Electronic computers)

Page: 397

View: 2669

Parallel processing has been an enabling technology in scientific computing for more than 20 years. This book is the first in-depth discussion of parallel computing in 10 years; it reflects the mix of topics that mathematicians, computer scientists, and computational scientists focus on to make parallel processing effective for scientific problems. Presently, the impact of parallel processing on scientific computing varies greatly across disciplines, but it plays a vital role in most problem domains and is absolutely essential in many of them. Parallel Processing for Scientific Computing is divided into four parts: The first concerns performance modeling, analysis, and optimization; the second focuses on parallel algorithms and software for an array of problems common to many modeling and simulation applications; the third emphasizes tools and environments that can ease and enhance the process of application development; and the fourth provides a sampling of applications that require parallel computing for scaling to solve larger and realistic models that can advance science and engineering.

Finite Difference Methods for Ordinary and Partial Differential Equations

Steady-State and Time-Dependent Problems

Author: Randall J. LeVeque

Publisher: SIAM

ISBN: 9780898717839

Category: Differential equations

Page: 339

View: 4875

This book introduces finite difference methods for both ordinary differential equations (ODEs) and partial differential equations (PDEs) and discusses the similarities and differences between algorithm design and stability analysis for different types of equations. A unified view of stability theory for ODEs and PDEs is presented, and the interplay between ODE and PDE analysis is stressed. The text emphasizes standard classical methods, but several newer approaches also are introduced and are described in the context of simple motivating examples.

Applied Parallel Computing

State of the Art in Scientific Computing

Author: Jack Dongarra,Kaj Madsen

Publisher: Springer Science & Business Media

ISBN: 3540290672

Category: Computers

Page: 1174

View: 4782

Introduction The PARA workshops in the past were devoted to parallel computing methods in science and technology. There have been seven PARA meetings to date: PARA’94, PARA’95 and PARA’96 in Lyngby, Denmark, PARA’98 in Umea, ? Sweden, PARA 2000 in Bergen, N- way, PARA 2002 in Espoo, Finland, and PARA 2004 again in Lyngby, Denmark. The ?rst six meetings featured lectures in modern numerical algorithms, computer science, en- neering, and industrial applications, all in the context of scienti?c parallel computing. This meeting in the series, the PARA 2004 Workshop with the title “State of the Art in Scienti?c Computing”, was held in Lyngby, Denmark, June 20–23, 2004. The PARA 2004 Workshop was organized by Jack Dongarra from the University of Tennessee and Oak Ridge National Laboratory, and Kaj Madsen and Jerzy Was ́niewski from the Technical University of Denmark. The emphasis here was shifted to high-performance computing (HPC). The ongoing development of ever more advanced computers provides the potential for solving increasingly dif?cult computational problems. However, given the complexity of modern computer architectures, the task of realizing this potential needs careful attention. For example, the failure to exploit a computer’s memory hi- archy can degrade performance badly. A main concern of HPC is the development of software that optimizes the performance of a given computer. The high cost of state-of-the-art computers can be prohibitive for many workplaces, especially if there is only an occasional need for HPC.

Hierarchische Matrizen

Algorithmen und Analysis

Author: Wolfgang Hackbusch

Publisher: Springer Science & Business Media

ISBN: 3642002218

Category: Mathematics

Page: 451

View: 5115

Bei der Diskretisierung von Randwertaufgaben und Integralgleichungen entstehen große, eventuell auch voll besetzte Matrizen. In dem Band stellt der Autor eine neuartige Methode dar, die es erstmals erlaubt, solche Matrizen nicht nur effizient zu speichern, sondern auch alle Matrixoperationen einschließlich der Matrixinversion bzw. der Dreieckszerlegung approximativ durchzuführen. Anwendung findet diese Technik nicht nur bei der Lösung großer Gleichungssysteme, sondern auch bei Matrixgleichungen und der Berechnung von Matrixfunktionen.

Wissenschaftliches Rechnen mit MATLAB

Author: Alfio Quarteroni,Fausto Saleri

Publisher: Springer-Verlag

ISBN: 3540293078

Category: Mathematics

Page: 269

View: 7822

Aus den Rezensionen der englischen Auflage: Dieses Lehrbuch ist eine Einführung in das Wissenschaftliche Rechnen und diskutiert Algorithmen und deren mathematischen Hintergrund. Angesprochen werden im Detail nichtlineare Gleichungen, Approximationsverfahren, numerische Integration und Differentiation, numerische Lineare Algebra, gewöhnliche Differentialgleichungen und Randwertprobleme. Zu den einzelnen Themen werden viele Beispiele und Übungsaufgaben sowie deren Lösung präsentiert, die durchweg in MATLAB formuliert sind. Der Leser findet daher nicht nur die graue Theorie sondern auch deren Umsetzung in numerischen, in MATLAB formulierten Code. MATLAB select 2003, Issue 2, p. 50. [Die Autoren] haben ein ausgezeichnetes Werk vorgelegt, das MATLAB vorstellt und eine sehr nützliche Sammlung von MATLAB Funktionen für die Lösung fortgeschrittener mathematischer und naturwissenschaftlicher Probleme bietet. [...] Die Präsentation des Stoffs ist durchgängig gut und leicht verständlich und beinhaltet Lösungen für die Übungen am Ende jedes Kapitels. Als exzellenter Neuzugang für Universitätsbibliotheken- und Buchhandlungen wird dieses Buch sowohl beim Selbststudium als auch als Ergänzung zu anderen MATLAB-basierten Büchern von großem Nutzen sein. Alles in allem: Sehr empfehlenswert. Für Studenten im Erstsemester wie für Experten gleichermassen. S.T. Karris, University of California, Berkeley, Choice 2003.

Parallel Numerical Algorithms

Author: David E. Keyes,Ahmed Sameh,V. Venkatakrishnan

Publisher: Springer Science & Business Media

ISBN: 9401154120

Category: Mathematics

Page: 395

View: 6941

In this volume, designed for computational scientists and engineers working on applications requiring the memories and processing rates of large-scale parallelism, leading algorithmicists survey their own field-defining contributions, together with enough historical and bibliographical perspective to permit working one's way to the frontiers. This book is distinguished from earlier surveys in parallel numerical algorithms by its extension of coverage beyond core linear algebraic methods into tools more directly associated with partial differential and integral equations - though still with an appealing generality - and by its focus on practical medium-granularity parallelism, approachable through traditional programming languages. Several of the authors used their invitation to participate as a chance to stand back and create a unified overview, which nonspecialists will appreciate.

Acta Numerica 1993:

Author: Arieh Iserles

Publisher: Cambridge University Press

ISBN: 9780521443562

Category: Mathematics

Page: 334

View: 5737

Continuing the tradition established with the 1992 volume, this 1993's Acta Numerica presents six invited papers on a broad range of topics from numerical analysis. Papers treat each topic at a level intelligible by any numerical analyst from graduate student to professional.

Meshfree Approximation Methods with MATLAB

Author: Gregory E. Fasshauer

Publisher: World Scientific

ISBN: 981270633X

Category: Technology & Engineering

Page: 500

View: 9705

Meshfree approximation methods are a relatively new area of research. This book provides the salient theoretical results needed for a basic understanding of meshfree approximation methods. It places emphasis on a hands-on approach that includes MATLAB routines for all basic operations.

Iterative Methods for Linear Systems

Theory and Applications

Author: Maxim A. Olshanskii,Eugene E. Tyrtshnikov

Publisher: SIAM

ISBN: 1611973457

Category: Mathematics

Page: 247

View: 1908

Iterative Methods for Linear Systems offers a mathematically rigorous introduction to fundamental iterative methods for systems of linear algebraic equations. The book distinguishes itself from other texts on the topic by providing a straightforward yet comprehensive analysis of the Krylov subspace methods, approaching the development and analysis of algorithms from various algorithmic and mathematical perspectives, and going beyond the standard description of iterative methods by connecting them in a natural way to the idea of preconditioning.

Scientific Computing with Case Studies

Author: Dianne P. O'Leary

Publisher: SIAM

ISBN: 0898717728

Category: Mathematical models

Page: 383

View: 5255

This book is a practical guide to the numerical solution of linear and nonlinear equations, differential equations, optimization problems, and eigenvalue problems. It treats standard problems and introduces important variants such as sparse systems, differential-algebraic equations, constrained optimization, Monte Carlo simulations, and parametric studies. Stability and error analysis are emphasized, and the Matlab algorithms are grounded in sound principles of software design and understanding of machine arithmetic and memory management. Nineteen case studies provide experience in mathematical modeling and algorithm design, motivated by problems in physics, engineering, epidemiology, chemistry, and biology. The topics included go well beyond the standard first-course syllabus, introducing important problems such as differential-algebraic equations and conic optimization problems, and important solution techniques such as continuation methods. The case studies cover a wide variety of fascinating applications, from modeling the spread of an epidemic to determining truss configurations.