Krylov Methods for Nonsymmetric Linear Systems

Krylov Methods for Nonsymmetric Linear Systems PDF Author: Gérard Meurant
Publisher: Springer Nature
ISBN: 3030552519
Category : Mathematics
Languages : en
Pages : 686

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Book Description
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 performance computing. The mathematical properties of the methods are described and analyzed along with their behavior in finite precision arithmetic. A number of numerical examples demonstrate the properties and the behavior of the described methods. Also considered are the methods’ implementations and coding as Matlab®-like functions. Methods which became popular recently are considered in the general framework of Q-OR (quasi-orthogonal )/Q-MR (quasi-minimum) residual methods. This book can be useful for both practitioners and for readers who are more interested in theory. Together with a review of the state-of-the-art, it presents a number of recent theoretical results of the authors, some of them unpublished, as well as a few original algorithms. Some of the derived formulas might be useful for the design of possible new methods or for future analysis. For the more applied user, the book gives an up-to-date overview of the majority of the available Krylov methods for nonsymmetric linear systems, including well-known convergence properties and, as we said above, template codes that can serve as the base for more individualized and elaborate implementations.

Krylov Methods for Nonsymmetric Linear Systems

Krylov Methods for Nonsymmetric Linear Systems PDF Author: Gérard Meurant
Publisher: Springer Nature
ISBN: 3030552519
Category : Mathematics
Languages : en
Pages : 686

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Book Description
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 performance computing. The mathematical properties of the methods are described and analyzed along with their behavior in finite precision arithmetic. A number of numerical examples demonstrate the properties and the behavior of the described methods. Also considered are the methods’ implementations and coding as Matlab®-like functions. Methods which became popular recently are considered in the general framework of Q-OR (quasi-orthogonal )/Q-MR (quasi-minimum) residual methods. This book can be useful for both practitioners and for readers who are more interested in theory. Together with a review of the state-of-the-art, it presents a number of recent theoretical results of the authors, some of them unpublished, as well as a few original algorithms. Some of the derived formulas might be useful for the design of possible new methods or for future analysis. For the more applied user, the book gives an up-to-date overview of the majority of the available Krylov methods for nonsymmetric linear systems, including well-known convergence properties and, as we said above, template codes that can serve as the base for more individualized and elaborate implementations.

Krylov Subspace Methods for Linear Systems

Krylov Subspace Methods for Linear Systems PDF Author: Tomohiro Sogabe
Publisher: Springer Nature
ISBN: 9811985324
Category : Mathematics
Languages : en
Pages : 233

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Book Description
This book focuses on Krylov subspace methods for solving linear systems, which are known as one of the top 10 algorithms in the twentieth century, such as Fast Fourier Transform and Quick Sort (SIAM News, 2000). Theoretical aspects of Krylov subspace methods developed in the twentieth century are explained and derived in a concise and unified way. Furthermore, some Krylov subspace methods in the twenty-first century are described in detail, such as the COCR method for complex symmetric linear systems, the BiCR method, and the IDR(s) method for non-Hermitian linear systems. The strength of the book is not only in describing principles of Krylov subspace methods but in providing a variety of applications: shifted linear systems and matrix functions from the theoretical point of view, as well as partial differential equations, computational physics, computational particle physics, optimizations, and machine learning from a practical point of view. The book is self-contained in that basic necessary concepts of numerical linear algebra are explained, making it suitable for senior undergraduates, postgraduates, and researchers in mathematics, engineering, and computational science. Readers will find it a useful resource for understanding the principles and properties of Krylov subspace methods and correctly using those methods for solving problems in the future.

Iterative Krylov Methods for Large Linear Systems

Iterative Krylov Methods for Large Linear Systems PDF Author: H. A. van der Vorst
Publisher: Cambridge University Press
ISBN: 9780521818285
Category : Mathematics
Languages : en
Pages : 242

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Book Description
Table of contents

Iterative Methods for Sparse Linear Systems

Iterative Methods for Sparse Linear Systems PDF Author: Yousef Saad
Publisher: SIAM
ISBN: 0898715342
Category : Mathematics
Languages : en
Pages : 537

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Book Description
Mathematics of Computing -- General.

Krylov Subspace Methods

Krylov Subspace Methods PDF Author: Jörg Liesen
Publisher: Numerical Mathematics and Scie
ISBN: 0199655413
Category : Mathematics
Languages : en
Pages : 408

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Book Description
Describes the principles and history behind the use of Krylov subspace methods in science and engineering. The outcome of the analysis is very practical and indicates what can and cannot be expected from the use of Krylov subspace methods, challenging some common assumptions and justifications of standard approaches.

Krylov Subspace Methods with Application in Incompressible Fluid Flow Solvers

Krylov Subspace Methods with Application in Incompressible Fluid Flow Solvers PDF Author: Iman Farahbakhsh
Publisher: John Wiley & Sons
ISBN: 1119618703
Category : Science
Languages : en
Pages : 254

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Book Description
A succinct and complete explanation of Krylov subspace methods for solving systems of equations Krylov Subspace Methods with Application in Incompressible Fluid Flow Solvers is the most current and complete guide to the implementation of Krylov subspace methods for solving systems of equations with different types of matrices. Written in the simplest language possible and eliminating ambiguities, the text is easy to follow for post-grad students and applied mathematicians alike. The book covers a breadth of topics, including: The different methods used in solving the systems of equations with ill-conditioned and well-conditioned matrices The behavior of Krylov subspace methods in the solution of systems with ill-posed singular matrices Expertly supported with the addition of a companion website hosting computer programs of appendices The book includes executable subroutines and main programs that can be applied in CFD codes as well as appendices that support the results provided throughout the text. There is no other comparable resource to prepare the reader to use Krylov subspace methods in incompressible fluid flow solvers.

Iterative Methods for Linear Systems

Iterative Methods for Linear Systems PDF Author: Maxim A. Olshanskii
Publisher: SIAM
ISBN: 1611973465
Category : Mathematics
Languages : en
Pages : 257

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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.??

Practical Use of Some Krylov Subspace Methods for Solving Indefinite and Unsymmetric Linear Systems

Practical Use of Some Krylov Subspace Methods for Solving Indefinite and Unsymmetric Linear Systems PDF Author: Yale University. Department of Computer Science
Publisher:
ISBN:
Category :
Languages : en
Pages : 40

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Book Description


Linear Estimation and Detection in Krylov Subspaces

Linear Estimation and Detection in Krylov Subspaces PDF Author: Guido K. E. Dietl
Publisher: Springer Science & Business Media
ISBN: 3540684794
Category : Technology & Engineering
Languages : en
Pages : 238

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Book Description
This book focuses linear estimation theory, which is essential for effective signal processing. The first section offers a comprehensive overview of key methods like reduced-rank signal processing and Krylov subspace methods of numerical mathematics. Also, the relationship between statistical signal processing and numerical mathematics is presented. In the second part, the theory is applied to iterative multiuser detection receivers (Turbo equalization) which are typically desired in wireless communications systems.

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

Iterative Methods and Preconditioning for Large and Sparse Linear Systems with Applications PDF Author: Daniele Bertaccini
Publisher: CRC Press
ISBN: 1351649612
Category : Mathematics
Languages : en
Pages : 366

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Book Description
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.