# Iterative Methods for Solving Linear Systems Author: Anne Greenbaum

Publisher: SIAM

ISBN: 9781611970937

Category: Equations, Simultaneous

Page: 220

View: 1857

Much recent research has concentrated on the efficient solution of large sparse or structured linear systems using iterative methods. A language loaded with acronyms for a thousand different algorithms has developed, and it is often difficult even for specialists to identify the basic principles involved. Here is a book that focuses on the analysis of iterative methods. The author includes the most useful algorithms from a practical point of view and discusses the mathematical principles behind their derivation and analysis. Several questions are emphasized throughout: Does the method converge? If so, how fast? Is it optimal, among a certain class? If not, can it be shown to be near-optimal? The answers are presented clearly, when they are known, and remaining important open questions are laid out for further study. Greenbaum includes important material on the effect of rounding errors on iterative methods that has not appeared in other books on this subject. Additional important topics include a discussion of the open problem of finding a provably near-optimal short recurrence for non-Hermitian linear systems; the relation of matrix properties such as the field of values and the pseudospectrum to the convergence rate of iterative methods; comparison theorems for preconditioners and discussion of optimal preconditioners of specified forms; introductory material on the analysis of incomplete Cholesky, multigrid, and domain decomposition preconditioners, using the diffusion equation and the neutron transport equation as example problems. A small set of recommended algorithms and implementations is included.

# Iterative Methods for Sparse Linear Systems Second Edition

Author: Yousef Saad

Publisher: SIAM

ISBN: 9780898718003

Category: Differential equations, Partial

Page: 528

View: 1515

Since the first edition of this book was published in 1996, tremendous progress has been made in the scientific and engineering disciplines regarding the use of iterative methods for linear systems. The size and complexity of the new generation of linear and nonlinear systems arising in typical applications has grown. Solving the three-dimensional models of these problems using direct solvers is no longer effective. At the same time, parallel computing has penetrated these application areas as it became less expensive and standardized. Iterative methods are easier than direct solvers to implement on parallel computers but require approaches and solution algorithms that are different from classical methods. Iterative Methods for Sparse Linear Systems, Second Edition gives an in-depth, up-to-date view of practical algorithms for solving large-scale linear systems of equations. These equations can number in the millions and are sparse in the sense that each involves only a small number of unknowns. The methods described are iterative, i.e., they provide sequences of approximations that will converge to the solution.

# Numerical Methods for Solving Linear Systems and Applications to Elliptic Difference Equations Author: Clarence Edgar Lee,P. M. Stone

Publisher: N.A

ISBN: N.A

Category: Differential equations, Elliptic

Page: 99

View: 7708

Iterative numerical methods for solving independent, simultaneous, inhomogeneous linear equations are surveyed. Application of the methods to elliptic difference equations as arise in neutron diffasion, heat conduction, and potential problems is discussed.

# Iterative Methods for Linear and Nonlinear Equations Author: C. T. Kelley

Publisher: SIAM

ISBN: 0898713528

Category: Mathematics

Page: 166

View: 3366

Mathematics of Computing -- Numerical Analysis.

# Iterative Methods for Toeplitz Systems Author: Michael K. Ng

Publisher: Oxford University Press, USA

ISBN: 9780198504207

Category: Mathematics

Page: 350

View: 7237

Toeplitz and Toeplitz-related systems arise in a variety of applications in mathematics and engineering, especially in signal and image processing. This book deals primarily with iterative methods for solving Toeplitz and Toeplitz-related linear systems, discussing both the algorithms and their convergence theories. A basic knowledge of real analysis, elementary numerical analysis and linear algebra is assumed. The first part of the book (chapters one and two) gives a brief review of some terms and results in linear algebra and the conjugate gradient method, which are important topics for handling the mathematics later on in the book. The second part of the book (chapters three to seven) presents the theory of using iterative methods for solving Toeplitz and Toeplitz-related systems. The third part of the book (chapters eight to twelve) presents recent results from applying the use of iterative methods in different fields of applications, such as partial differential equations, signal and image processing, integral equations and queuing networks. These chapters provide research and application-oriented readers with a thorough understanding of using iterative methods, enabling them not only to apply these methods to the problems discussed but also to derive and analyse new methods for other types of problems and applications.

# Computer Solution of Large Linear Systems Author: Gerard Meurant

Publisher: Elsevier

ISBN: 9780080529516

Category: Mathematics

Page: 776

View: 7946

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.

# Iterative Methods for Large Linear Systems Author: David R. Kincaid,Linda J. Hayes

Publisher: Academic Press

ISBN: 1483260208

Category: Mathematics

Page: 350

View: 7273

Iterative Methods for Large Linear Systems contains a wide spectrum of research topics related to iterative methods, such as searching for optimum parameters, using hierarchical basis preconditioners, utilizing software as a research tool, and developing algorithms for vector and parallel computers. This book provides an overview of the use of iterative methods for solving sparse linear systems, identifying future research directions in the mainstream of modern scientific computing with an eye to contributions of the past, present, and future. Different iterative algorithms that include the successive overrelaxation (SOR) method, symmetric and unsymmetric SOR methods, local (ad-hoc) SOR scheme, and alternating direction implicit (ADI) method are also discussed. This text likewise covers the block iterative methods, asynchronous iterative procedures, multilevel methods, adaptive algorithms, and domain decomposition algorithms. This publication is a good source for mathematicians and computer scientists interested in iterative methods for large linear systems.

# Introduction to Numerical Analysis Using MATLAB® Author: Rizwan Butt

Publisher: Jones & Bartlett Learning

ISBN: 9780763773762

Category: Mathematics

Page: 600

View: 6661

Part of the new Digital Filmmaker Series! Digital Filmmaking: An Introductionis the first book in the newDigital Filmmaker Series. Designed for an introductory level course in digital filmmaking, it is intended for anyone who has an interest in telling stories with pictures and sound and won't assume any familiarity with equipment or concepts on the part of the student. In addition to the basics of shooting and editing, different story forms are introduced from documentary and live events through fictional narratives. Each of the topics is covered in enough depth to allow anyone with a camera and a computer to begin creating visual projects of quality.

# Iterative Methods for Linear Systems Theory and Applications

Author: Maxim A. Olshanskii,Eugene E. Tyrtshnikov

Publisher: SIAM

ISBN: 1611973457

Category: Mathematics

Page: 247

View: 2013

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.

# Templates for the Solution of Linear Systems Building Blocks for Iterative Methods

Author: Richard Barrett,Michael W. Berry,Tony F. Chan,James Demmel,June Donato,Jack Dongarra,Victor Eijkhout,Roldan Pozo,Charles Romine,Henk van der Vorst

Publisher: SIAM

ISBN: 9781611971538

Category: Mathematics

Page: 112

View: 2472

In this book, which focuses on the use of iterative methods for solving large sparse systems of linear equations, templates are introduced to meet the needs of both the traditional user and the high-performance specialist. Templates, a description of a general algorithm rather than the executable object or source code more commonly found in a conventional software library, offer whatever degree of customization the user may desire. Templates offer three distinct advantages: they are general and reusable; they are not language specific; and they exploit the expertise of both the numerical analyst, who creates a template reflecting in-depth knowledge of a specific numerical technique, and the computational scientist, who then provides "value-added" capability to the general template description, customizing it for specific needs. For each template that is presented, the authors provide: a mathematical description of the flow of algorithm; discussion of convergence and stopping criteria to use in the iteration; suggestions for applying a method to special matrix types; advice for tuning the template; tips on parallel implementations; and hints as to when and why a method is useful.

# New Splitting Iterative Methods for Solving Multidimensional Neutron Transport Equations Author: Jacques Tagoudjeu

Publisher: Universal-Publishers

ISBN: 1599423960

Category: Mathematics

Page: 160

View: 2039

This thesis focuses on iterative methods for the treatment of the steady state neutron transport equation in slab geometry, bounded convex domain of Rn (n = 2,3) and in 1-D spherical geometry. We introduce a generic Alternate Direction Implicit (ADI)-like iterative method based on positive definite and m-accretive splitting (PAS) for linear operator equations with operators admitting such splitting. This method converges unconditionally and its SOR acceleration yields convergence results similar to those obtained in presence of finite dimensional systems with matrices possessing the Young property A. The proposed methods are illustrated by a numerical example in which an integro-differential problem of transport theory is considered. In the particular case where the positive definite part of the linear equation operator is self-adjoint, an upper bound for the contraction factor of the iterative method, which depends solely on the spectrum of the self-adjoint part is derived. As such, this method has been successfully applied to the neutron transport equation in slab and 2-D cartesian geometry and in 1-D spherical geometry. The self-adjoint and m-accretive splitting leads to a fixed point problem where the operator is a 2 by 2 matrix of operators. An infinite dimensional adaptation of minimal residual and preconditioned minimal residual algorithms using Gauss-Seidel, symmetric Gauss-Seidel and polynomial preconditioning are then applied to solve the matrix operator equation. Theoretical analysis shows that the methods converge unconditionally and upper bounds of the rate of residual decreasing which depend solely on the spectrum of the self-adjoint part of the operator are derived. The convergence of theses solvers is illustrated numerically on a sample neutron transport problem in 2-D geometry. Various test cases, including pure scattering and optically thick domains are considered.

# Applied Mathematics and Scientific Computing Author: Zlatko Drmac,Vjeran Hari,Luka Sopta,Zvonimir Tutek,Kresimir Veselic

Publisher: Springer Science & Business Media

ISBN: 9780306474262

Category: Computers

Page: 350

View: 8263

Proceedings of the second conference on Applied Mathematics and Scientific Computing, held June 4-9, 2001 in Dubrovnik, Croatia. The main idea of the conference was to bring together applied mathematicians both from outside academia, as well as experts from other areas (engineering, applied sciences) whose work involves advanced mathematical techniques. During the meeting there were one complete mini-course, invited presentations, contributed talks and software presentations. A mini-course Schwarz Methods for Partial Differential Equations was given by Prof Marcus Sarkis (Worcester Polytechnic Institute, USA), and invited presentations were given by active researchers from the fields of numerical linear algebra, computational fluid dynamics , matrix theory and mathematical physics (fluid mechanics and elasticity). This volume contains the mini-course and review papers by invited speakers (Part I), as well as selected contributed presentations from the field of analysis, numerical mathematics, and engineering applications.

# Iterative Methods for Fixed Point Problems in Hilbert Spaces Author: Andrzej Cegielski

Publisher: Springer

ISBN: 3642309011

Category: Mathematics

Page: 298

View: 2360

Iterative methods for finding fixed points of non-expansive operators in Hilbert spaces have been described in many publications. In this monograph we try to present the methods in a consolidated way. We introduce several classes of operators, examine their properties, define iterative methods generated by operators from these classes and present general convergence theorems. On this basis we discuss the conditions under which particular methods converge. A large part of the results presented in this monograph can be found in various forms in the literature (although several results presented here are new). We have tried, however, to show that the convergence of a large class of iteration methods follows from general properties of some classes of operators and from some general convergence theorems.

# Iterative Lösung großer schwachbesetzter Gleichungssysteme Author: N.A

Publisher: Springer-Verlag

ISBN: 3663056333

Category: Technology & Engineering

Page: 404

View: 8494

# Numerical Linear Algebra Author: V. SUNDARAPANDIAN

Publisher: PHI Learning Pvt. Ltd.

ISBN: 8120334361

Category: Mathematics

Page: 616

View: 9150

This well-organized text provides a clear analysis of the fundamental concepts of numerical linear algebra. It presents various numerical methods for the basic topics of linear algebra with a detailed discussion on theory, algorithms, and MATLAB implementation. The book provides a review of matrix algebra and its important results in the opening chapter and examines these results in the subsequent chapters. With clear explanations, the book analyzes different kinds of numerical algorithms for solving linear algebra such as the elimination and iterative methods for linear systems, the condition number of a matrix, singular value decomposition (SVD) of a matrix, and linear least-squares problem. In addition, it describes the Householder and Givens matrices and their applications, and the basic numerical methods for solving the matrix eigenvalue problem. Finally, the text reviews the numerical methods for systems and control. Key Features Includes numerous worked-out examples to help students grasp the concepts easily.  Provides chapter-end exercises to enable students to check their comprehension of the topics discussed.  Gives answers to exercises with hints at the end of the book.  Uses MATLAB software for problem-solving. Primarily designed as a textbook for postgraduate students of Mathematics, this book would also serve as a handbook on matrix computations for scientists and engineers.

# A First Course on Numerical Methods Author: Uri M. Ascher,Chen Greif

Publisher: SIAM

ISBN: 0898719976

Category: Mathematics

Page: 552

View: 7441

Offers students a practical knowledge of modern techniques in scientific computing.

# Iterative Solution of Large Linear Systems Author: David M. Young

Publisher: Elsevier

ISBN: 1483274136

Category: Mathematics

Page: 598

View: 2336

Iterative Solution of Large Linear Systems describes the systematic development of a substantial portion of the theory of iterative methods for solving large linear systems, with emphasis on practical techniques. The focal point of the book is an analysis of the convergence properties of the successive overrelaxation (SOR) method as applied to a linear system where the matrix is "consistently ordered". Comprised of 18 chapters, this volume begins by showing how the solution of a certain partial differential equation by finite difference methods leads to a large linear system with a sparse matrix. The next chapter reviews matrix theory and the properties of matrices, as well as several theorems of matrix theory without proof. A number of iterative methods, including the SOR method, are then considered. Convergence theorems are also given for various iterative methods under certain assumptions on the matrix A of the system. Subsequent chapters deal with the eigenvalues of the SOR method for consistently ordered matrices; the optimum relaxation factor; nonstationary linear iterative methods; and semi-iterative methods. This book will be of interest to students and practitioners in the fields of computer science and applied mathematics.

# Introduction to Numerical Programming A Practical Guide for Scientists and Engineers Using Python and C/C++

Author: Titus A. Beu

Publisher: CRC Press

ISBN: 1466569689

Category: Mathematics

Page: 674

View: 4346

Makes Numerical Programming More Accessible to a Wider Audience Bearing in mind the evolution of modern programming, most specifically emergent programming languages that reflect modern practice, Numerical Programming: A Practical Guide for Scientists and Engineers Using Python and C/C++ utilizes the author’s many years of practical research and teaching experience to offer a systematic approach to relevant programming concepts. Adopting a practical, broad appeal, this user-friendly book offers guidance to anyone interested in using numerical programming to solve science and engineering problems. Emphasizing methods generally used in physics and engineering—from elementary methods to complex algorithms—it gradually incorporates algorithmic elements with increasing complexity. Develop a Combination of Theoretical Knowledge, Efficient Analysis Skills, and Code Design Know-How The book encourages algorithmic thinking, which is essential to numerical analysis. Establishing the fundamental numerical methods, application numerical behavior and graphical output needed to foster algorithmic reasoning, coding dexterity, and a scientific programming style, it enables readers to successfully navigate relevant algorithms, understand coding design, and develop efficient programming skills. The book incorporates real code, and includes examples and problem sets to assist in hands-on learning. Begins with an overview on approximate numbers and programming in Python and C/C++, followed by discussion of basic sorting and indexing methods, as well as portable graphic functionality Contains methods for function evaluation, solving algebraic and transcendental equations, systems of linear algebraic equations, ordinary differential equations, and eigenvalue problems Addresses approximation of tabulated functions, regression, integration of one- and multi-dimensional functions by classical and Gaussian quadratures, Monte Carlo integration techniques, generation of random variables, discretization methods for ordinary and partial differential equations, and stability analysis This text introduces platform-independent numerical programming using Python and C/C++, and appeals to advanced undergraduate and graduate students in natural sciences and engineering, researchers involved in scientific computing, and engineers carrying out applicative calculations.

# Frontiers of Computational Science Proceedings of the International Symposium on Frontiers of Computational Science 2005

Author: Yukio Kaneda,Hiroshi Kawamura,Masaki Sasai

Publisher: Springer Science & Business Media

ISBN: 3540463755

Category: Computers

Page: 361

View: 5452

This book covers the wide-ranging scientific areas of computational science, from basic research fields such as algorithms and soft-computing to diverse applied fields targeting macro, micro, nano, genome and complex systems. It presents the proceedings of the International Symposium on Frontiers of Computational Science 2005, held in Nagoya in December 2005.