Iterative Methods for Solving Linear Systems

Author: Anne Greenbaum

Publisher: SIAM

ISBN: 9781611970937

Category: Equations, Simultaneous

Page: 220

View: 3988

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 Linear and Nonlinear Equations

Author: C. T. Kelley

Publisher: SIAM

ISBN: 9781611970944

Category: Iterative methods (Mathematics)

Page: 166

View: 2900

Linear and nonlinear systems of equations are the basis for many, if not most, of the models of phenomena in science and engineering, and their efficient numerical solution is critical to progress in these areas. This is the first book to be published on nonlinear equations since the mid-1980s. Although it stresses recent developments in this area, such as Newton-Krylov methods, considerable material on linear equations has been incorporated. This book focuses on a small number of methods and treats them in depth. The author provides a complete analysis of the conjugate gradient and generalized minimum residual iterations as well as recent advances including Newton-Krylov methods, incorporation of inexactness and noise into the analysis, new proofs and implementations of Broyden's method, and globalization of inexact Newton methods. Examples, methods, and algorithmic choices are based on applications to infinite dimensional problems such as partial differential equations and integral equations. The analysis and proof techniques are constructed with the infinite dimensional setting in mind and the computational examples and exercises are based on the MATLAB environment.

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: 0898713285

Category: Mathematics

Page: 112

View: 5620

Mathematics of Computing -- Numerical Analysis.

Iterative Methods for Large Linear Systems

Author: David R. Kincaid,Linda J. Hayes

Publisher: Academic Press

ISBN: 1483260208

Category: Mathematics

Page: 350

View: 9138

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.

Applied Iterative Methods

Author: Louis A. Hageman

Publisher: Elsevier

ISBN: 1483294374

Category: Mathematics

Page: 386

View: 338

Applied Iterative Methods

Iterative Solution of Large Linear Systems

Author: David M. Young

Publisher: Elsevier

ISBN: 1483274136

Category: Mathematics

Page: 598

View: 1006

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.

Iterative Krylov Methods for Large Linear Systems

Author: H. A. van der Vorst

Publisher: Cambridge University Press

ISBN: 9780521818285

Category: Mathematics

Page: 221

View: 9321

Overview of iterative solutions methods for systems of linear equations. For graduate students and researchers.

Iterative Methods for Linear Systems

Theory and Applications

Author: Maxim A. Olshanskii,Eugene E. Tyrtyshnikov

Publisher: SIAM

ISBN: 1611973465

Category: Mathematics

Page: 244

View: 7330

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.÷÷

Computer Solution of Large Linear Systems

Author: Gerard Meurant

Publisher: Elsevier

ISBN: 9780080529516

Category: Mathematics

Page: 776

View: 2916

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.

Projection methods for systems of equations

Author: Claude Brezinski

Publisher: North-Holland

ISBN: N.A

Category: Mathematics

Page: 400

View: 8806

The solutions of systems of linear and nonlinear equations occurs in many situations and is therefore a question of major interest. Advances in computer technology has made it now possible to consider systems exceeding several hundred thousands of equations. However, there is a crucial need for more efficient algorithms. The main focus of this book (except the last chapter, which is devoted to systems of nonlinear equations) is the consideration of solving the problem of the linear equation Ax = b by an iterative method. Iterative methods for the solution of this question are described which are based on projections. Recently, such methods have received much attention from researchers in numerical linear algebra and have been applied to a wide range of problems. The book is intended for students and researchers in numerical analysis and for practitioners and engineers who require the most recent methods for solving their particular problem.

Iterative Methods and Preconditioning for Large and Sparse Linear Systems with Applications

Author: Daniele Bertaccini,Fabio Durastante

Publisher: CRC Press

ISBN: 1351649612

Category: Mathematics

Page: 354

View: 8769

This book describes, in a basic way, the most useful and effective iterative solvers and appropriate preconditioning techniques for some of the most important classes of large and sparse linear systems. The solution of large and sparse linear systems is the most time-consuming part for most of the scientific computing simulations. Indeed, mathematical models become more and more accurate by including a greater volume of data, but this requires the solution of larger and harder algebraic systems. In recent years, research has focused on the efficient solution of large sparse and/or structured systems generated by the discretization of numerical models by using iterative solvers.

Solving Nonlinear Equations with Newton's Method

Author: C. T. Kelley

Publisher: SIAM

ISBN: 9780898718898

Category: Iterative methods (Mathematics)

Page: 104

View: 608

This book on Newton's method is a user-oriented guide to algorithms and implementation. In just over 100 pages, it shows, via algorithms in pseudocode, in MATLAB, and with several examples, how one can choose an appropriate Newton-type method for a given problem, diagnose problems, and write an efficient solver or apply one written by others. It contains trouble-shooting guides to the major algorithms, their most common failure modes, and the likely causes of failure. It also includes many worked-out examples (available on the SIAM website) in pseudocode and a collection of MATLAB codes, allowing readers to experiment with the algorithms easily and implement them in other languages.

Numerical Methods

Design, Analysis, and Computer Implementation of Algorithms

Author: Anne Greenbaum,Timothy P. Chartier

Publisher: Princeton University Press

ISBN: 1400842670

Category: Mathematics

Page: 464

View: 8255

Numerical Methods provides a clear and concise exploration of standard numerical analysis topics, as well as nontraditional ones, including mathematical modeling, Monte Carlo methods, Markov chains, and fractals. Filled with appealing examples that will motivate students, the textbook considers modern application areas, such as information retrieval and animation, and classical topics from physics and engineering. Exercises use MATLAB and promote understanding of computational results. The book gives instructors the flexibility to emphasize different aspects--design, analysis, or computer implementation--of numerical algorithms, depending on the background and interests of students. Designed for upper-division undergraduates in mathematics or computer science classes, the textbook assumes that students have prior knowledge of linear algebra and calculus, although these topics are reviewed in the text. Short discussions of the history of numerical methods are interspersed throughout the chapters. The book also includes polynomial interpolation at Chebyshev points, use of the MATLAB package Chebfun, and a section on the fast Fourier transform. Supplementary materials are available online. Clear and concise exposition of standard numerical analysis topics Explores nontraditional topics, such as mathematical modeling and Monte Carlo methods Covers modern applications, including information retrieval and animation, and classical applications from physics and engineering Promotes understanding of computational results through MATLAB exercises Provides flexibility so instructors can emphasize mathematical or applied/computational aspects of numerical methods or a combination Includes recent results on polynomial interpolation at Chebyshev points and use of the MATLAB package Chebfun Short discussions of the history of numerical methods interspersed throughout Supplementary materials available online

Introduction to Parallel and Vector Solution of Linear Systems

Author: James M. Ortega

Publisher: Springer Science & Business Media

ISBN: 1489921125

Category: Computers

Page: 305

View: 2970

Although the origins of parallel computing go back to the last century, it was only in the 1970s that parallel and vector computers became available to the scientific community. The first of these machines-the 64 processor llliac IV and the vector computers built by Texas Instruments, Control Data Corporation, and then CRA Y Research Corporation-had a somewhat limited impact. They were few in number and available mostly to workers in a few government laboratories. By now, however, the trickle has become a flood. There are over 200 large-scale vector computers now installed, not only in government laboratories but also in universities and in an increasing diversity of industries. Moreover, the National Science Foundation's Super computing Centers have made large vector computers widely available to the academic community. In addition, smaller, very cost-effective vector computers are being manufactured by a number of companies. Parallelism in computers has also progressed rapidly. The largest super computers now consist of several vector processors working in parallel. Although the number of processors in such machines is still relatively small (up to 8), it is expected that an increasing number of processors will be added in the near future (to a total of 16 or 32). Moreover, there are a myriad of research projects to build machines with hundreds, thousands, or even more processors. Indeed, several companies are now selling parallel machines, some with as many as hundreds, or even tens of thousands, of processors.

Multipoint Methods for Solving Nonlinear Equations

Author: Miodrag Petkovic,Beny Neta,Ljiljana Petkovic,Jovana Dzunic

Publisher: Academic Press

ISBN: 0123972981

Category: Mathematics

Page: 344

View: 6914

This book is the first on the topic and explains the most cutting-edge methods needed for precise calculations and explores the development of powerful algorithms to solve research problems. Multipoint methods have an extensive range of practical applications significant in research areas such as signal processing, analysis of convergence rate, fluid mechanics, solid state physics, and many others. The book takes an introductory approach in making qualitative comparisons of different multipoint methods from various viewpoints to help the reader understand applications of more complex methods. Evaluations are made to determine and predict efficiency and accuracy of presented models useful to wide a range of research areas along with many numerical examples for a deep understanding of the usefulness of each method. This book will make it possible for the researchers to tackle difficult problems and deepen their understanding of problem solving using numerical methods. Multipoint methods are of great practical importance, as they determine sequences of successive approximations for evaluative purposes. This is especially helpful in achieving the highest computational efficiency. The rapid development of digital computers and advanced computer arithmetic have provided a need for new methods useful to solving practical problems in a multitude of disciplines such as applied mathematics, computer science, engineering, physics, financial mathematics, and biology. Provides a succinct way of implementing a wide range of useful and important numerical algorithms for solving research problems Illustrates how numerical methods can be used to study problems which have applications in engineering and sciences, including signal processing, and control theory, and financial computation Facilitates a deeper insight into the development of methods, numerical analysis of convergence rate, and very detailed analysis of computational efficiency Provides a powerful means of learning by systematic experimentation with some of the many fascinating problems in science Includes highly efficient algorithms convenient for the implementation into the most common computer algebra systems such as Mathematica, MatLab, and Maple

Iterative Solution Methods

Author: Owe Axelsson

Publisher: Cambridge University Press

ISBN: 9780521555692

Category: Mathematics

Page: 654

View: 3281

Large linear systems of equations arise in most scientific problems where mathematical models are used. The most efficient methods for solving these equations are iterative methods. The first part of this book contains basic and classical material from the study of linear algebra and numerical linear algebra. The second half of the book is unique among books on this topic, because it is devoted to the construction of preconditioners and iterative acceleration methods of the conjugate gradient type. This book is for graduate students and researchers in numerical analysis and applied mathematics.

Iterative Methods for Optimization

Author: C. T. Kelley

Publisher: SIAM

ISBN: 9781611970920

Category: Iterative methods (Mathematics)

Page: 180

View: 8184

This book presents a carefully selected group of methods for unconstrained and bound constrained optimization problems and analyzes them in depth both theoretically and algorithmically. It focuses on clarity in algorithmic description and analysis rather than generality, and while it provides pointers to the literature for the most general theoretical results and robust software, the author thinks it is more important that readers have a complete understanding of special cases that convey essential ideas. A companion to Kelley's book, Iterative Methods for Linear and Nonlinear Equations (SIAM, 1995), this book contains many exercises and examples and can be used as a text, a tutorial for self-study, or a reference. Iterative Methods for Optimization does more than cover traditional gradient-based optimization: it is the first book to treat sampling methods, including the Hooke-Jeeves, implicit filtering, MDS, and Nelder-Mead schemes in a unified way, and also the first book to make connections between sampling methods and the traditional gradient-methods. Each of the main algorithms in the text is described in pseudocode, and a collection of MATLAB codes is available. Thus, readers can experiment with the algorithms in an easy way as well as implement them in other languages.