Fast Algorithms for Structured Matrices and Laurent Polynomials

Fast Algorithms for Structured Matrices and Laurent Polynomials PDF Author: David Miller
Publisher:
ISBN:
Category : Electronic dissertations
Languages : en
Pages :

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Book Description
The Vandermonde matrix and Cauchy matrix are classical and are encountered in polynomial and rational interpolation computation respectively. The structure of these matrices lead to fast inversion algorithms and system solvers. We look to extend these properties to other structured matrices, including Cauchy-Vandermonde matrices and systems involving Laurent polynomials.

Fast Algorithms for Structured Matrices and Laurent Polynomials

Fast Algorithms for Structured Matrices and Laurent Polynomials PDF Author: David Miller
Publisher:
ISBN:
Category : Electronic dissertations
Languages : en
Pages :

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Book Description
The Vandermonde matrix and Cauchy matrix are classical and are encountered in polynomial and rational interpolation computation respectively. The structure of these matrices lead to fast inversion algorithms and system solvers. We look to extend these properties to other structured matrices, including Cauchy-Vandermonde matrices and systems involving Laurent polynomials.

Fast Algorithms for Structured Matrices

Fast Algorithms for Structured Matrices PDF Author: Vadim Olshevsky
Publisher: American Mathematical Soc.
ISBN: 0821831771
Category : Mathematics
Languages : en
Pages : 448

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Book Description
One of the best known fast computational algorithms is the fast Fourier transform method. Its efficiency is based mainly on the special structure of the discrete Fourier transform matrix. Recently, many other algorithms of this type were discovered, and the theory of structured matrices emerged. This volume contains 22 survey and research papers devoted to a variety of theoretical and practical aspects of the design of fast algorithms for structured matrices and related issues. Included are several papers containing various affirmative and negative results in this direction. The theory of rational interpolation is one of the excellent sources providing intuition and methods to design fast algorithms. The volume contains several computational and theoretical papers on the topic. There are several papers on new applications of structured matrices, e.g., to the design of fast decoding algorithms, computing state-space realizations, relations to Lie algebras, unconstrained optimization, solving matrix equations, etc. The book is suitable for mathematicians, engineers, and numerical analysts who design, study, and use fast computational algorithms based on the theory of structured matrices.

Linear Algebra, Rational Approximation and Orthogonal Polynomials

Linear Algebra, Rational Approximation and Orthogonal Polynomials PDF Author: A. Bultheel
Publisher: Elsevier
ISBN: 0080535526
Category : Computers
Languages : en
Pages : 465

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Book Description
Evolving from an elementary discussion, this book develops the Euclidean algorithm to a very powerful tool to deal with general continued fractions, non-normal Padé tables, look-ahead algorithms for Hankel and Toeplitz matrices, and for Krylov subspace methods. It introduces the basics of fast algorithms for structured problems and shows how they deal with singular situations. Links are made with more applied subjects such as linear system theory and signal processing, and with more advanced topics and recent results such as general bi-orthogonal polynomials, minimal Padé approximation, polynomial root location problems in the complex plane, very general rational interpolation problems, and the lifting scheme for wavelet transform computation. The text serves as a supplement to existing books on structured linear algebra problems, rational approximation and orthogonal polynomials. Features of this book: • provides a unifying approach to linear algebra, rational approximation and orthogonal polynomials • requires an elementary knowledge of calculus and linear algebra yet introduces advanced topics. The book will be of interest to applied mathematicians and engineers and to students and researchers.

Fast Reliable Algorithms for Matrices with Structure

Fast Reliable Algorithms for Matrices with Structure PDF Author: T. Kailath
Publisher: SIAM
ISBN: 0898714311
Category : Computers
Languages : en
Pages : 350

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Book Description
This book deals with the combined issues of speed and numerical reliability in algorithm development.

High Performance Algorithms for Structured Matrix Problems

High Performance Algorithms for Structured Matrix Problems PDF Author: Peter Arbenz
Publisher: Nova Publishers
ISBN: 9781560725947
Category : Business & Economics
Languages : en
Pages : 228

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Book Description
Comprises 10 contributions that summarize the state of the art in the areas of high performance solutions of structured linear systems and structured eigenvalue and singular-value problems. Topics covered range from parallel solvers for sparse or banded linear systems to parallel computation of eigenvalues and singular values of tridiagonal and bidiagonal matrices. Specific paper topics include: the stable parallel solution of general narrow banded linear systems; efficient algorithms for reducing banded matrices to bidiagonal and tridiagonal form; a numerical comparison of look-ahead Levinson and Schur algorithms for non-Hermitian Toeplitz systems; and parallel CG-methods automatically optimized for PC and workstation clusters. Annotation copyrighted by Book News, Inc., Portland, OR

Fast Algorithms for Structured Matrices with Arbitrary Rank Profile

Fast Algorithms for Structured Matrices with Arbitrary Rank Profile PDF Author: Debajyoti Pal
Publisher:
ISBN:
Category :
Languages : en
Pages : 422

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Book Description
Triangular factorization, solution to linear equations, inversion, computation of rank profile and inertia (in the Hermitian case) etc. of general n x n matrices require O(n cubed) operations. For certain structured matrices including Toeplitz and Hankel matrices the computational complexity is known to be O(n squared) or better. These structured matrices often arise in a wide variety of areas including Signal processing. Systems theory and Communications. Fast (i.e. O(n squared)) algorithms for these structured matrices have been actively studied for over twenty five years. However almost all the authors have assumed that the underlying matrices are strongly regular i.e. every principal submatrix is nonsingular. Although some fast algorithms have recently been developed for certain problems involving some of these structured matrices which may have one or more zero minors, several other problems is lacking. In this dissertation, we obtain several new results through a unified approach to the problems mentioned earlier.

Fast Reliable Algorithms for Matrices with Structure

Fast Reliable Algorithms for Matrices with Structure PDF Author: T. Kailath
Publisher: SIAM
ISBN: 9781611971354
Category : Computers
Languages : en
Pages : 351

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Book Description
This book is the first to pay special attention to the combined issues of speed and numerical reliability in algorithm development. These two requirements have often been regarded as competitive, so much so that the design of fast and numerically reliable algorithms for large-scale structured systems of linear equations, in many cases, remains a significant open issue. Fast Reliable Algorithms for Matrices with Structure helps bridge this gap by providing the reader with recent contributions written by leading experts in the field. The authors deal with both the theory and the practice of fast numerical algorithms for large-scale structured linear systems. Each chapter covers in detail different aspects of the most recent trends in the theory of fast algorithms, with emphasis on implementation and application issues. Both direct and iterative methods are covered. This book is not merely a collection of articles. The editors have gone to considerable lengths to blend the individual papers into a consistent presentation. Each chapter exposes the reader to some of the most recent research while providing enough background material to put the work into proper context.

Fast Array Algorithms for Structured Matrices

Fast Array Algorithms for Structured Matrices PDF Author: Joohwan Chun
Publisher:
ISBN:
Category :
Languages : en
Pages : 298

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Book Description
Many engineering or mathematical problems require to factorize structured matrices (Toeplitz, Hankel, Vandermonde products of such matrices and their inverses. Schur complements, etc) either in explicit or in disguised form. Consequently there exist various analytic tools regarding structured matrices as well as several fast factorization algorithms. In this thesis, we show that many of these results and several significant generalizations can be obtained in a very constructive way. The genetic form is to use elementary circular and hyperbolic transformations to triangularize a certain array of numbers derived from the displacement representation of the given structured matrix; the desired results can then be read off from the resulting array. These fast array algorithms require O (mn) operations for LU and QR factorizations of m x n structured matrices, and O(mn) or even O(n log square n) operations for solving matrix equations. Also the array form suggests various alternative algorithms, depending upon the order in which the transformations are applied; these variations can have different numerical properties and lead to different implementations.

Matrix Methods: Theory, Algorithms And Applications - Dedicated To The Memory Of Gene Golub

Matrix Methods: Theory, Algorithms And Applications - Dedicated To The Memory Of Gene Golub PDF Author: Vadim Olshevsky
Publisher: World Scientific
ISBN: 9814469556
Category : Mathematics
Languages : en
Pages : 604

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Book Description
Compared to other books devoted to matrices, this volume is unique in covering the whole of a triptych consisting of algebraic theory, algorithmic problems and numerical applications, all united by the essential use and urge for development of matrix methods. This was the spirit of the 2nd International Conference on Matrix Methods and Operator Equations from 23-27 July 2007 in Moscow that was organized by Dario Bini, Gene Golub, Alexander Guterman, Vadim Olshevsky, Stefano Serra-Capizzano, Gilbert Strang and Eugene Tyrtyshnikov.Matrix methods provide the key to many problems in pure and applied mathematics. However, linear algebra theory, numerical algorithms and matrices in FEM/BEM applications usually live as if in three separate worlds. In this volume, maybe for the first time ever, they are compiled together as one entity as it was at the Moscow meeting, where the algebraic part was impersonated by Hans Schneider, algorithms by Gene Golub, and applications by Guri Marchuk. All topics intervened in plenary sessions are specially categorized into three sections of this volume.The soul of the meeting was Gene Golub, who rendered a charming “Golub's dimension” to the three main axes of the conference topics. This volume is dedicated in gratitude to his memory.

Numerical Methods for Structured Markov Chains

Numerical Methods for Structured Markov Chains PDF Author: Dario A. Bini
Publisher: Oxford University Press, USA
ISBN: 0198527683
Category : Computers
Languages : en
Pages : 340

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Book Description
Intersecting two large research areas - numerical analysis and applied probability/queuing theory - this book is a self-contained introduction to the numerical solution of structured Markov chains, which have a wide applicability in queuing theory and stochastic modeling and include M/G/1 and GI/M/1-type Markov chain, quasi-birth-death processes, non-skip free queues and tree-like stochastic processes. Written for applied probabilists and numerical analysts, but accessible toengineers and scientists working on telecommunications and evaluation of computer systems performances, it provides a systematic treatment of the theory and algorithms for important families of structured Markov chains and a thorough overview of the current literature.The book, consisting of nine Chapters, is presented in three parts. Part 1 covers a basic description of the fundamental concepts related to Markov chains, a systematic treatment of the structure matrix tools, including finite Toeplitz matrices, displacement operators, FFT, and the infinite block Toeplitz matrices, their relationship with matrix power series and the fundamental problems of solving matrix equations and computing canonical factorizations. Part 2 deals with the description andanalysis of structure Markov chains and includes M/G/1, quasi-birth-death processes, non-skip-free queues and tree-like processes. Part 3 covers solution algorithms where new convergence and applicability results are proved. Each chapter ends with bibliographic notes for further reading, and the bookends with an appendix collecting the main general concepts and results used in the book, a list of the main annotations and algorithms used in the book, and an extensive index.