Author: Olavi Nevanlinna
Publisher: Birkhäuser
ISBN: 3034885474
Category : Science
Languages : en
Pages : 187
Book Description
Assume that after preconditioning we are given a fixed point problem x = Lx + f (*) where L is a bounded linear operator which is not assumed to be symmetric and f is a given vector. The book discusses the convergence of Krylov subspace methods for solving fixed point problems (*), and focuses on the dynamical aspects of the iteration processes. For example, there are many similarities between the evolution of a Krylov subspace process and that of linear operator semigroups, in particular in the beginning of the iteration. A lifespan of an iteration might typically start with a fast but slowing phase. Such a behavior is sublinear in nature, and is essentially independent of whether the problem is singular or not. Then, for nonsingular problems, the iteration might run with a linear speed before a possible superlinear phase. All these phases are based on different mathematical mechanisms which the book outlines. The goal is to know how to precondition effectively, both in the case of "numerical linear algebra" (where one usually thinks of first fixing a finite dimensional problem to be solved) and in function spaces where the "preconditioning" corresponds to software which approximately solves the original problem.
Convergence of Iterations for Linear Equations
Author: Olavi Nevanlinna
Publisher: Birkhäuser
ISBN: 3034885474
Category : Science
Languages : en
Pages : 187
Book Description
Assume that after preconditioning we are given a fixed point problem x = Lx + f (*) where L is a bounded linear operator which is not assumed to be symmetric and f is a given vector. The book discusses the convergence of Krylov subspace methods for solving fixed point problems (*), and focuses on the dynamical aspects of the iteration processes. For example, there are many similarities between the evolution of a Krylov subspace process and that of linear operator semigroups, in particular in the beginning of the iteration. A lifespan of an iteration might typically start with a fast but slowing phase. Such a behavior is sublinear in nature, and is essentially independent of whether the problem is singular or not. Then, for nonsingular problems, the iteration might run with a linear speed before a possible superlinear phase. All these phases are based on different mathematical mechanisms which the book outlines. The goal is to know how to precondition effectively, both in the case of "numerical linear algebra" (where one usually thinks of first fixing a finite dimensional problem to be solved) and in function spaces where the "preconditioning" corresponds to software which approximately solves the original problem.
Publisher: Birkhäuser
ISBN: 3034885474
Category : Science
Languages : en
Pages : 187
Book Description
Assume that after preconditioning we are given a fixed point problem x = Lx + f (*) where L is a bounded linear operator which is not assumed to be symmetric and f is a given vector. The book discusses the convergence of Krylov subspace methods for solving fixed point problems (*), and focuses on the dynamical aspects of the iteration processes. For example, there are many similarities between the evolution of a Krylov subspace process and that of linear operator semigroups, in particular in the beginning of the iteration. A lifespan of an iteration might typically start with a fast but slowing phase. Such a behavior is sublinear in nature, and is essentially independent of whether the problem is singular or not. Then, for nonsingular problems, the iteration might run with a linear speed before a possible superlinear phase. All these phases are based on different mathematical mechanisms which the book outlines. The goal is to know how to precondition effectively, both in the case of "numerical linear algebra" (where one usually thinks of first fixing a finite dimensional problem to be solved) and in function spaces where the "preconditioning" corresponds to software which approximately solves the original problem.
Convergence of Iterations for Linear Equations
Author: Olavi Nevanlinna
Publisher: Springer Science & Business Media
ISBN: 9783764328658
Category : Science
Languages : en
Pages : 192
Book Description
Assume that after preconditioning we are given a fixed point problem x = Lx + f (*) where L is a bounded linear operator which is not assumed to be symmetric and f is a given vector. The book discusses the convergence of Krylov subspace methods for solving fixed point problems (*), and focuses on the dynamical aspects of the iteration processes. For example, there are many similarities between the evolution of a Krylov subspace process and that of linear operator semigroups, in particular in the beginning of the iteration. A lifespan of an iteration might typically start with a fast but slowing phase. Such a behavior is sublinear in nature, and is essentially independent of whether the problem is singular or not. Then, for nonsingular problems, the iteration might run with a linear speed before a possible superlinear phase. All these phases are based on different mathematical mechanisms which the book outlines. The goal is to know how to precondition effectively, both in the case of "numerical linear algebra" (where one usually thinks of first fixing a finite dimensional problem to be solved) and in function spaces where the "preconditioning" corresponds to software which approximately solves the original problem.
Publisher: Springer Science & Business Media
ISBN: 9783764328658
Category : Science
Languages : en
Pages : 192
Book Description
Assume that after preconditioning we are given a fixed point problem x = Lx + f (*) where L is a bounded linear operator which is not assumed to be symmetric and f is a given vector. The book discusses the convergence of Krylov subspace methods for solving fixed point problems (*), and focuses on the dynamical aspects of the iteration processes. For example, there are many similarities between the evolution of a Krylov subspace process and that of linear operator semigroups, in particular in the beginning of the iteration. A lifespan of an iteration might typically start with a fast but slowing phase. Such a behavior is sublinear in nature, and is essentially independent of whether the problem is singular or not. Then, for nonsingular problems, the iteration might run with a linear speed before a possible superlinear phase. All these phases are based on different mathematical mechanisms which the book outlines. The goal is to know how to precondition effectively, both in the case of "numerical linear algebra" (where one usually thinks of first fixing a finite dimensional problem to be solved) and in function spaces where the "preconditioning" corresponds to software which approximately solves the original problem.
Iterative Methods for Sparse Linear Systems
Author: Yousef Saad
Publisher: SIAM
ISBN: 0898715342
Category : Mathematics
Languages : en
Pages : 537
Book Description
Mathematics of Computing -- General.
Publisher: SIAM
ISBN: 0898715342
Category : Mathematics
Languages : en
Pages : 537
Book Description
Mathematics of Computing -- General.
Convergence and Applications of Newton-type Iterations
Author: Ioannis K. Argyros
Publisher: Springer Science & Business Media
ISBN: 0387727434
Category : Mathematics
Languages : en
Pages : 513
Book Description
This monograph is devoted to a comprehensive treatment of iterative methods for solving nonlinear equations with particular emphasis on semi-local convergence analysis. Theoretical results are applied to engineering, dynamic economic systems, input-output systems, nonlinear and linear differential equations, and optimization problems. Accompanied by many exercises, some with solutions, the book may be used as a supplementary text in the classroom for an advanced course on numerical functional analysis.
Publisher: Springer Science & Business Media
ISBN: 0387727434
Category : Mathematics
Languages : en
Pages : 513
Book Description
This monograph is devoted to a comprehensive treatment of iterative methods for solving nonlinear equations with particular emphasis on semi-local convergence analysis. Theoretical results are applied to engineering, dynamic economic systems, input-output systems, nonlinear and linear differential equations, and optimization problems. Accompanied by many exercises, some with solutions, the book may be used as a supplementary text in the classroom for an advanced course on numerical functional analysis.
Iterative Methods for Linear Systems
Author: Maxim A. Olshanskii
Publisher: SIAM
ISBN: 1611973465
Category : Mathematics
Languages : en
Pages : 257
Book Description
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.??
Publisher: SIAM
ISBN: 1611973465
Category : Mathematics
Languages : en
Pages : 257
Book Description
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.??
Iterative Solution of Large Linear Systems
Author: David M. Young
Publisher: Elsevier
ISBN: 1483274136
Category : Mathematics
Languages : en
Pages : 599
Book Description
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.
Publisher: Elsevier
ISBN: 1483274136
Category : Mathematics
Languages : en
Pages : 599
Book Description
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.
Applied Iterative Methods
Author: Louis A. Hageman
Publisher: Elsevier
ISBN: 1483294374
Category : Mathematics
Languages : en
Pages : 409
Book Description
Applied Iterative Methods
Publisher: Elsevier
ISBN: 1483294374
Category : Mathematics
Languages : en
Pages : 409
Book Description
Applied Iterative Methods
Iterative Methods for Linear and Nonlinear Equations
Author: C. T. Kelley
Publisher: SIAM
ISBN: 9781611970944
Category : Mathematics
Languages : en
Pages : 179
Book Description
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.
Publisher: SIAM
ISBN: 9781611970944
Category : Mathematics
Languages : en
Pages : 179
Book Description
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.
Iterative Methods for Solving Nonlinear Equations and Systems
Author: Juan R. Torregrosa
Publisher: MDPI
ISBN: 3039219405
Category : Mathematics
Languages : en
Pages : 494
Book Description
Solving nonlinear equations in Banach spaces (real or complex nonlinear equations, nonlinear systems, and nonlinear matrix equations, among others), is a non-trivial task that involves many areas of science and technology. Usually the solution is not directly affordable and require an approach using iterative algorithms. This Special Issue focuses mainly on the design, analysis of convergence, and stability of new schemes for solving nonlinear problems and their application to practical problems. Included papers study the following topics: Methods for finding simple or multiple roots either with or without derivatives, iterative methods for approximating different generalized inverses, real or complex dynamics associated to the rational functions resulting from the application of an iterative method on a polynomial. Additionally, the analysis of the convergence has been carried out by means of different sufficient conditions assuring the local, semilocal, or global convergence. This Special issue has allowed us to present the latest research results in the area of iterative processes for solving nonlinear equations as well as systems and matrix equations. In addition to the theoretical papers, several manuscripts on signal processing, nonlinear integral equations, or partial differential equations, reveal the connection between iterative methods and other branches of science and engineering.
Publisher: MDPI
ISBN: 3039219405
Category : Mathematics
Languages : en
Pages : 494
Book Description
Solving nonlinear equations in Banach spaces (real or complex nonlinear equations, nonlinear systems, and nonlinear matrix equations, among others), is a non-trivial task that involves many areas of science and technology. Usually the solution is not directly affordable and require an approach using iterative algorithms. This Special Issue focuses mainly on the design, analysis of convergence, and stability of new schemes for solving nonlinear problems and their application to practical problems. Included papers study the following topics: Methods for finding simple or multiple roots either with or without derivatives, iterative methods for approximating different generalized inverses, real or complex dynamics associated to the rational functions resulting from the application of an iterative method on a polynomial. Additionally, the analysis of the convergence has been carried out by means of different sufficient conditions assuring the local, semilocal, or global convergence. This Special issue has allowed us to present the latest research results in the area of iterative processes for solving nonlinear equations as well as systems and matrix equations. In addition to the theoretical papers, several manuscripts on signal processing, nonlinear integral equations, or partial differential equations, reveal the connection between iterative methods and other branches of science and engineering.
Convergence of Iterations for Linear Equations
Author: Olavi Nevanlinna
Publisher:
ISBN: 9783034885485
Category :
Languages : en
Pages : 192
Book Description
Publisher:
ISBN: 9783034885485
Category :
Languages : en
Pages : 192
Book Description