Iterative Solution Of Symmetric Quasi Definite Linear Systems

Author : Dominique Orban
Publisher : SIAM
ISBN 13 : 1611974739
Total Pages : 93 pages
Book Rating : 4.37/5 ( download)

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Download or read book Iterative Solution of Symmetric Quasi-definite Linear Systems written by Dominique Orban and published by SIAM. This book was released on 2017-04-07 with total page 93 pages. Available in PDF, EPUB and Kindle. Book excerpt: Numerous applications, including computational optimization and fluid dynamics, give rise to block linear systems of equations said to have the quasi-definite structure. In practical situations, the size or density of those systems can preclude a factorization approach, leaving only iterative methods as the solution technique. Known iterative methods, however, are not specifically designed to take advantage of the quasi-definite structure.÷ This book discusses the connection between quasi-definite systems and linear least-squares problems, the most common and best understood problems in applied mathematics, and explains how quasi-definite systems can be solved using tailored iterative methods for linear least squares (with half as much work!). To encourage researchers and students to use the software, it is provided in MATLAB, Python, and Julia.÷ The authors provide a concise account of the most well-known methods for symmetric systems and least-squares problems, research-level advances in the solution of problems with specific illustrations in optimization and fluid dynamics, and a website that hosts software in three languages.÷

Author : Gabriele Ciaramella
Publisher : SIAM
ISBN 13 : 1611976901
Total Pages : 285 pages
Book Rating : 4.08/5 ( download)

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Download or read book Iterative Methods and Preconditioners for Systems of Linear Equations written by Gabriele Ciaramella and published by SIAM. This book was released on 2022-02-08 with total page 285 pages. Available in PDF, EPUB and Kindle. Book excerpt: Iterative methods use successive approximations to obtain more accurate solutions. This book gives an introduction to iterative methods and preconditioning for solving discretized elliptic partial differential equations and optimal control problems governed by the Laplace equation, for which the use of matrix-free procedures is crucial. All methods are explained and analyzed starting from the historical ideas of the inventors, which are often quoted from their seminal works. Iterative Methods and Preconditioners for Systems of Linear Equations grew out of a set of lecture notes that were improved and enriched over time, resulting in a clear focus for the teaching methodology, which derives complete convergence estimates for all methods, illustrates and provides MATLAB codes for all methods, and studies and tests all preconditioners first as stationary iterative solvers. This textbook is appropriate for undergraduate and graduate students who want an overview or deeper understanding of iterative methods. Its focus on both analysis and numerical experiments allows the material to be taught with very little preparation, since all the arguments are self-contained, and makes it appropriate for self-study as well. It can be used in courses on iterative methods, Krylov methods and preconditioners, and numerical optimal control. Scientists and engineers interested in new topics and applications will also find the text useful.

Author : Yousef Saad
Publisher : SIAM
ISBN 13 : 0898715342
Total Pages : 537 pages
Book Rating : 4.47/5 ( download)

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Download or read book Iterative Methods for Sparse Linear Systems written by Yousef Saad and published by SIAM. This book was released on 2003-04-01 with total page 537 pages. Available in PDF, EPUB and Kindle. Book excerpt: Mathematics of Computing -- General.

Author : David M. Young
Publisher : Elsevier
ISBN 13 : 1483274136
Total Pages : 599 pages
Book Rating : 4.33/5 ( download)

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Download or read book Iterative Solution of Large Linear Systems written by David M. Young and published by Elsevier. This book was released on 2014-05-10 with total page 599 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.

Author : Maxim A. Olshanskii
Publisher : SIAM
ISBN 13 : 1611973465
Total Pages : 257 pages
Book Rating : 4.64/5 ( download)

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Download or read book Iterative Methods for Linear Systems written by Maxim A. Olshanskii and published by SIAM. This book was released on 2014-07-21 with total page 257 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.??

Author : Anne Greenbaum
Publisher : SIAM
ISBN 13 : 089871396X
Total Pages : 225 pages
Book Rating : 4.61/5 ( download)

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Download or read book Iterative Methods for Solving Linear Systems written by Anne Greenbaum and published by SIAM. This book was released on 1997-01-01 with total page 225 pages. Available in PDF, EPUB and Kindle. Book excerpt: Mathematics of Computing -- Numerical Analysis.

Author : Yousef Saad
Publisher : SIAM
ISBN 13 : 9780898718003
Total Pages : 546 pages
Book Rating : 4.07/5 ( download)

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Download or read book Iterative Methods for Sparse Linear Systems written by Yousef Saad and published by SIAM. This book was released on 2003-01-01 with total page 546 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.

Author :
Publisher : Springer-Verlag
ISBN 13 : 3663111083
Total Pages : 283 pages
Book Rating : 4.85/5 ( download)

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Download or read book Polynomial Based Iteration Methods for Symmetric Linear Systems written by and published by Springer-Verlag. This book was released on 2013-07-01 with total page 283 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Author : David R. Kincaid
Publisher : Academic Press
ISBN 13 : 1483260208
Total Pages : 350 pages
Book Rating : 4.04/5 ( download)

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Download or read book Iterative Methods for Large Linear Systems written by David R. Kincaid and published by Academic Press. This book was released on 2014-05-10 with total page 350 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.

Author : Daniele Bertaccini
Publisher : CRC Press
ISBN 13 : 1351649612
Total Pages : 366 pages
Book Rating : 4.12/5 ( download)

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Download or read book Iterative Methods and Preconditioning for Large and Sparse Linear Systems with Applications written by Daniele Bertaccini and published by CRC Press. This book was released on 2018-02-19 with total page 366 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.