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The Lanczos and Conjugate Gradient Algorithms
  • Language: en
  • Pages: 374

The Lanczos and Conjugate Gradient Algorithms

  • Type: Book
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  • Published: 2006-08-01
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  • Publisher: SIAM

The most comprehensive and up-to-date discussion available of the Lanczos and CG methods for computing eigenvalues and solving linear systems.

Error Norm Estimation in the Conjugate Gradient Algorithm
  • Language: en
  • Pages: 138

Error Norm Estimation in the Conjugate Gradient Algorithm

  • Type: Book
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  • Published: 2024-01-30
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  • Publisher: SIAM

The conjugate gradient (CG) algorithm is almost always the iterative method of choice for solving linear systems with symmetric positive definite matrices. This book describes and analyzes techniques based on Gauss quadrature rules to cheaply compute bounds on norms of the error. The techniques can be used to derive reliable stopping criteria. How to compute estimates of the smallest and largest eigenvalues during CG iterations is also shown. The algorithms are illustrated by many numerical experiments, and they can be easily incorporated into existing CG codes. The book is intended for those in academia and industry who use the conjugate gradient algorithm, including the many branches of science and engineering in which symmetric linear systems have to be solved.

Computer Solution of Large Linear Systems
  • Language: en
  • Pages: 777

Computer Solution of Large Linear Systems

  • Type: Book
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  • Published: 1999-06-16
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  • Publisher: Elsevier

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.

Krylov Methods for Nonsymmetric Linear Systems
  • Language: en
  • Pages: 686

Krylov Methods for Nonsymmetric Linear Systems

This book aims to give an encyclopedic overview of the state-of-the-art of Krylov subspace iterative methods for solving nonsymmetric systems of algebraic linear equations and to study their mathematical properties. Solving systems of algebraic linear equations is among the most frequent problems in scientific computing; it is used in many disciplines such as physics, engineering, chemistry, biology, and several others. Krylov methods have progressively emerged as the iterative methods with the highest efficiency while being very robust for solving large linear systems; they may be expected to remain so, independent of progress in modern computer-related fields such as parallel and high perf...

The Lanczos and Conjugate Gradient Algorithms
  • Language: en
  • Pages: 380

The Lanczos and Conjugate Gradient Algorithms

  • Type: Book
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  • Published: 2006-01-01
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  • Publisher: SIAM

The Lanczos and conjugate gradient (CG) algorithms are fascinating numerical algorithms. This book presents the most comprehensive discussion to date of the use of these methods for computing eigenvalues and solving linear systems in both exact and floating point arithmetic. The author synthesizes the research done over the past 30 years, describing and explaining the "average" behavior of these methods and providing new insight into their properties in finite precision. Many examples are given that show significant results obtained by researchers in the field. The author emphasizes how both algorithms can be used efficiently in finite precision arithmetic, regardless of the growth of rounding errors that occurs. He details the mathematical properties of both algorithms and demonstrates how the CG algorithm is derived from the Lanczos algorithm. Loss of orthogonality involved with using the Lanczos algorithm, ways to improve the maximum attainable accuracy of CG computations, and what modifications need to be made when the CG method is used with a preconditioner are addressed.

Matrices, Moments and Quadrature with Applications
  • Language: en
  • Pages: 376

Matrices, Moments and Quadrature with Applications

This computationally oriented book describes and explains the mathematical relationships among matrices, moments, orthogonal polynomials, quadrature rules, and the Lanczos and conjugate gradient algorithms. The book bridges different mathematical areas to obtain algorithms to estimate bilinear forms involving two vectors and a function of the matrix. The first part of the book provides the necessary mathematical background and explains the theory. The second part describes the applications and gives numerical examples of the algorithms and techniques developed in the first part. Applications addressed in the book include computing elements of functions of matrices; obtaining estimates of the error norm in iterative methods for solving linear systems and computing parameters in least squares and total least squares; and solving ill-posed problems using Tikhonov regularization. This book will interest researchers in numerical linear algebra and matrix computations, as well as scientists and engineers working on problems involving computation of bilinear forms.

Applied and Numerical Partial Differential Equations
  • Language: en
  • Pages: 252

Applied and Numerical Partial Differential Equations

Standing at the intersection of mathematics and scientific computing, this collection of state-of-the-art papers in nonlinear PDEs examines their applications to subjects as diverse as dynamical systems, computational mechanics, and the mathematics of finance.

A Journey through the History of Numerical Linear Algebra
  • Language: en
  • Pages: 813

A Journey through the History of Numerical Linear Algebra

  • Type: Book
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  • Published: 2022-12-06
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  • Publisher: SIAM

This expansive volume describes the history of numerical methods proposed for solving linear algebra problems, from antiquity to the present day. The authors focus on methods for linear systems of equations and eigenvalue problems and describe the interplay between numerical methods and the computing tools available at the time. The second part of the book consists of 78 biographies of important contributors to the field. A Journey through the History of Numerical Linear Algebra will be of special interest to applied mathematicians, especially researchers in numerical linear algebra, people involved in scientific computing, and historians of mathematics.

Numerical Analysis 1993
  • Language: en
  • Pages: 290

Numerical Analysis 1993

  • Type: Book
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  • Published: 2020-10-07
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  • Publisher: CRC Press

This volume contains invited papers presented at the 15th Dundee Biennial Conference on Numerical Analysis held at the University of Dundee in June of 1993. The Dundee Conferences are important events in the numerical analysis calendar, and the papers published here represent accounts of recent research work by leading numerical analysts covering a wide range of fields of interest. The book is a valuable guide to the direction of current research in many areas of numerical analysis. It will be of particular interest to graduate students and research workers concerned with the theory and application of numerical methods for solving ordinary and partial differential equations.

Next Generation Arithmetic
  • Language: en
  • Pages: 199

Next Generation Arithmetic

This book constitutes the refereed proceedings of the 4th International Conference on Next Generation Arithmetic, CoNGA 2023, held in Singapore, during March 1-2, 2023. The 11 full papers in this book were carefully reviewed and selected from 16 submissions. They were organized in topical sections as follows: Lossless FFTs Using Posit Arithmetic, PLAUs: Posit Logarithmic Approximate Units to Implement Low-Cost Operations with Real Numbers.