Author: Dario A. Bini
Publisher: OUP Oxford
ISBN: 9780198527688
Category : Mathematics
Languages : en
Pages : 340
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.
Numerical Methods for Structured Markov Chains
Author: Dario A. Bini
Publisher: OUP Oxford
ISBN: 9780198527688
Category : Mathematics
Languages : en
Pages : 340
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.
Publisher: OUP Oxford
ISBN: 9780198527688
Category : Mathematics
Languages : en
Pages : 340
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.
Structured Matrices and Polynomials
Author: Victor Y. Pan
Publisher: Springer Science & Business Media
ISBN: 1461201292
Category : Mathematics
Languages : en
Pages : 299
Book Description
This user-friendly, engaging textbook makes the material accessible to graduate students and new researchers who wish to study the rapidly exploding area of computations with structured matrices and polynomials. The book goes beyond research frontiers and, apart from very recent research articles, includes previously unpublished results.
Publisher: Springer Science & Business Media
ISBN: 1461201292
Category : Mathematics
Languages : en
Pages : 299
Book Description
This user-friendly, engaging textbook makes the material accessible to graduate students and new researchers who wish to study the rapidly exploding area of computations with structured matrices and polynomials. The book goes beyond research frontiers and, apart from very recent research articles, includes previously unpublished results.
Numerical Methods for General and Structured Eigenvalue Problems
Author: Daniel Kressner
Publisher: Springer Science & Business Media
ISBN: 3540285024
Category : Mathematics
Languages : en
Pages : 272
Book Description
This book is about computing eigenvalues, eigenvectors, and invariant subspaces of matrices. Treatment includes generalized and structured eigenvalue problems and all vital aspects of eigenvalue computations. A unique feature is the detailed treatment of structured eigenvalue problems, providing insight on accuracy and efficiency gains to be expected from algorithms that take the structure of a matrix into account.
Publisher: Springer Science & Business Media
ISBN: 3540285024
Category : Mathematics
Languages : en
Pages : 272
Book Description
This book is about computing eigenvalues, eigenvectors, and invariant subspaces of matrices. Treatment includes generalized and structured eigenvalue problems and all vital aspects of eigenvalue computations. A unique feature is the detailed treatment of structured eigenvalue problems, providing insight on accuracy and efficiency gains to be expected from algorithms that take the structure of a matrix into account.
Exploiting Hidden Structure in Matrix Computations: Algorithms and Applications
Author: Michele Benzi
Publisher: Springer
ISBN: 3319498878
Category : Mathematics
Languages : en
Pages : 413
Book Description
Focusing on special matrices and matrices which are in some sense `near’ to structured matrices, this volume covers a broad range of topics of current interest in numerical linear algebra. Exploitation of these less obvious structural properties can be of great importance in the design of efficient numerical methods, for example algorithms for matrices with low-rank block structure, matrices with decay, and structured tensor computations. Applications range from quantum chemistry to queuing theory. Structured matrices arise frequently in applications. Examples include banded and sparse matrices, Toeplitz-type matrices, and matrices with semi-separable or quasi-separable structure, as well as Hamiltonian and symplectic matrices. The associated literature is enormous, and many efficient algorithms have been developed for solving problems involving such matrices. The text arose from a C.I.M.E. course held in Cetraro (Italy) in June 2015 which aimed to present this fast growing field to young researchers, exploiting the expertise of five leading lecturers with different theoretical and application perspectives.
Publisher: Springer
ISBN: 3319498878
Category : Mathematics
Languages : en
Pages : 413
Book Description
Focusing on special matrices and matrices which are in some sense `near’ to structured matrices, this volume covers a broad range of topics of current interest in numerical linear algebra. Exploitation of these less obvious structural properties can be of great importance in the design of efficient numerical methods, for example algorithms for matrices with low-rank block structure, matrices with decay, and structured tensor computations. Applications range from quantum chemistry to queuing theory. Structured matrices arise frequently in applications. Examples include banded and sparse matrices, Toeplitz-type matrices, and matrices with semi-separable or quasi-separable structure, as well as Hamiltonian and symplectic matrices. The associated literature is enormous, and many efficient algorithms have been developed for solving problems involving such matrices. The text arose from a C.I.M.E. course held in Cetraro (Italy) in June 2015 which aimed to present this fast growing field to young researchers, exploiting the expertise of five leading lecturers with different theoretical and application perspectives.
Structured Matrices
Author: Dario Bini
Publisher: Nova Biomedical Books
ISBN:
Category : Mathematics
Languages : en
Pages : 222
Book Description
Mathematicians from various countries assemble computational techniques that have developed and described over the past two decades to analyze matrices with structure, which are encountered in a wide variety of problems in pure and applied mathematics and in engineering. The 16 studies are on asymptotical spectral properties; algorithm design and analysis; issues specifically relating to structures, algebras, and polynomials; and image processing and differential equations. c. Book News Inc.
Publisher: Nova Biomedical Books
ISBN:
Category : Mathematics
Languages : en
Pages : 222
Book Description
Mathematicians from various countries assemble computational techniques that have developed and described over the past two decades to analyze matrices with structure, which are encountered in a wide variety of problems in pure and applied mathematics and in engineering. The 16 studies are on asymptotical spectral properties; algorithm design and analysis; issues specifically relating to structures, algebras, and polynomials; and image processing and differential equations. c. Book News Inc.
Numerical Algorithms
Author: Justin Solomon
Publisher: CRC Press
ISBN: 1482251892
Category : Computers
Languages : en
Pages : 400
Book Description
Numerical Algorithms: Methods for Computer Vision, Machine Learning, and Graphics presents a new approach to numerical analysis for modern computer scientists. Using examples from a broad base of computational tasks, including data processing, computational photography, and animation, the textbook introduces numerical modeling and algorithmic desig
Publisher: CRC Press
ISBN: 1482251892
Category : Computers
Languages : en
Pages : 400
Book Description
Numerical Algorithms: Methods for Computer Vision, Machine Learning, and Graphics presents a new approach to numerical analysis for modern computer scientists. Using examples from a broad base of computational tasks, including data processing, computational photography, and animation, the textbook introduces numerical modeling and algorithmic desig
Numerical Methods for Structured Matrices and Applications
Author: Dario Andrea Bini
Publisher: Birkhäuser
ISBN: 9783764399139
Category : Mathematics
Languages : en
Pages : 439
Book Description
This cross-disciplinary volume brings together theoretical mathematicians, engineers and numerical analysts and publishes surveys and research articles related to topics such as fast algorithms, in which the late Georg Heinig made outstanding achievements.
Publisher: Birkhäuser
ISBN: 9783764399139
Category : Mathematics
Languages : en
Pages : 439
Book Description
This cross-disciplinary volume brings together theoretical mathematicians, engineers and numerical analysts and publishes surveys and research articles related to topics such as fast algorithms, in which the late Georg Heinig made outstanding achievements.
Numerical Methods for Structured Matrices and Applications
Author: Dario Andrea Bini
Publisher: Birkhäuser
ISBN: 9783764389956
Category : Mathematics
Languages : en
Pages : 439
Book Description
This cross-disciplinary volume brings together theoretical mathematicians, engineers and numerical analysts and publishes surveys and research articles related to topics such as fast algorithms, in which the late Georg Heinig made outstanding achievements.
Publisher: Birkhäuser
ISBN: 9783764389956
Category : Mathematics
Languages : en
Pages : 439
Book Description
This cross-disciplinary volume brings together theoretical mathematicians, engineers and numerical analysts and publishes surveys and research articles related to topics such as fast algorithms, in which the late Georg Heinig made outstanding achievements.
Numerical Methods for Large Eigenvalue Problems
Author: Yousef Saad
Publisher: SIAM
ISBN: 9781611970739
Category : Mathematics
Languages : en
Pages : 292
Book Description
This revised edition discusses numerical methods for computing eigenvalues and eigenvectors of large sparse matrices. It provides an in-depth view of the numerical methods that are applicable for solving matrix eigenvalue problems that arise in various engineering and scientific applications. Each chapter was updated by shortening or deleting outdated topics, adding topics of more recent interest, and adapting the Notes and References section. Significant changes have been made to Chapters 6 through 8, which describe algorithms and their implementations and now include topics such as the implicit restart techniques, the Jacobi-Davidson method, and automatic multilevel substructuring.
Publisher: SIAM
ISBN: 9781611970739
Category : Mathematics
Languages : en
Pages : 292
Book Description
This revised edition discusses numerical methods for computing eigenvalues and eigenvectors of large sparse matrices. It provides an in-depth view of the numerical methods that are applicable for solving matrix eigenvalue problems that arise in various engineering and scientific applications. Each chapter was updated by shortening or deleting outdated topics, adding topics of more recent interest, and adapting the Notes and References section. Significant changes have been made to Chapters 6 through 8, which describe algorithms and their implementations and now include topics such as the implicit restart techniques, the Jacobi-Davidson method, and automatic multilevel substructuring.
Algorithms and Theory of Computation Handbook, Volume 1
Author: Mikhail J. Atallah
Publisher: CRC Press
ISBN: 1584888237
Category : Computers
Languages : en
Pages : 974
Book Description
Algorithms and Theory of Computation Handbook, Second Edition: General Concepts and Techniques provides an up-to-date compendium of fundamental computer science topics and techniques. It also illustrates how the topics and techniques come together to deliver efficient solutions to important practical problems. Along with updating and revising many
Publisher: CRC Press
ISBN: 1584888237
Category : Computers
Languages : en
Pages : 974
Book Description
Algorithms and Theory of Computation Handbook, Second Edition: General Concepts and Techniques provides an up-to-date compendium of fundamental computer science topics and techniques. It also illustrates how the topics and techniques come together to deliver efficient solutions to important practical problems. Along with updating and revising many