Iterative Solution of Large Linear Systems

Iterative Solution of Large Linear Systems
Author: David M. Young
Publisher: Elsevier
Total Pages: 599
Release: 2014-05-10
Genre: Mathematics
ISBN: 1483274136

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.

Direct Methods for Sparse Linear Systems

Direct Methods for Sparse Linear Systems
Author: Timothy A. Davis
Publisher: SIAM
Total Pages: 228
Release: 2006-09-01
Genre: Computers
ISBN: 0898716136

The sparse backslash book. Everything you wanted to know but never dared to ask about modern direct linear solvers. Chen Greif, Assistant Professor, Department of Computer Science, University of British Columbia.Overall, the book is magnificent. It fills a long-felt need for an accessible textbook on modern sparse direct methods. Its choice of scope is excellent John Gilbert, Professor, Department of Computer Science, University of California, Santa Barbara.Computational scientists often encounter problems requiring the solution of sparse systems of linear equations. Attacking these problems efficiently requires an in-depth knowledge of the underlying theory, algorithms, and data structures found in sparse matrix software libraries. Here, Davis presents the fundamentals of sparse matrix algorithms to provide the requisite background. The book includes CSparse, a concise downloadable sparse matrix package that illustrates the algorithms and theorems presented in the book and equips readers with the tools necessary to understand larger and more complex software packages.With a strong emphasis on MATLAB and the C programming language, Direct Methods for Sparse Linear Systems equips readers with the working knowledge required to use sparse solver packages and write code to interface applications to those packages. The book also explains how MATLAB performs its sparse matrix computations.Audience This invaluable book is essential to computational scientists and software developers who want to understand the theory and algorithms behind modern techniques used to solve large sparse linear systems. The book also serves as an excellent practical resource for students with an interest in combinatorial scientific computing.Preface; Chapter 1: Introduction; Chapter 2: Basic algorithms; Chapter 3: Solving triangular systems; Chapter 4: Cholesky factorization; Chapter 5: Orthogonal methods; Chapter 6: LU factorization; Chapter 7: Fill-reducing orderings; Chapter 8: Solving sparse linear systems; Chapter 9: CSparse; Chapter 10: Sparse matrices in MATLAB; Appendix: Basics of the C programming language; Bibliography; Index.

Computer Solution of Large Linear Systems

Computer Solution of Large Linear Systems
Author: Gerard Meurant
Publisher: Elsevier
Total Pages: 777
Release: 1999-06-16
Genre: Mathematics
ISBN: 0080529518

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.

Iterative Solution of Large Sparse Systems of Equations

Iterative Solution of Large Sparse Systems of Equations
Author: Wolfgang Hackbusch
Publisher: Springer
Total Pages: 460
Release: 1993-12-13
Genre: Mathematics
ISBN: 0387940642

C. F. GauS in a letter from Dec. 26, 1823 to Gerling: 3c~ empfe~le 3~nen biegen IDlobu9 aur 9tac~a~mung. ec~werlic~ werben eie ie wieber bi reet eliminiren, wenigftens nic~t, wenn eie me~r als 2 Unbefannte ~aben. :Da9 inbirecte 93erfa~ren 109st sic~ ~alb im ec~lafe ausfii~ren, ober man fann wo~renb be9gelben an anbere :Dinge benfen. [CO F. GauS: Werke vol. 9, Gottingen, p. 280, 1903] What difference exists between solving large and small systems of equations? The standard methods well-known to any student oflinear algebra are appli cable to all systems, whether large or small. The necessary amount of work, however, increases dramatically with the size, so one has to search for algo rithms that most efficiently and accurately solve systems of 1000, 10,000, or even one million equations. The choice of algorithms depends on the special properties the matrices in practice have. An important class of large systems arises from the discretisation of partial differential equations. In this case, the matrices are sparse (i. e. , they contain mostly zeros) and well-suited to iterative algorithms. Because of the background in partial differential equa tions, this book is closely connected with the author's Theory and Numerical Treatment of Elliptic Differential Equations, whose English translation has also been published by Springer-Verlag. This book grew out of a series of lectures given by the author at the Christian-Albrecht University of Kiel to students of mathematics.

Advances in Cryptology - CRYPTO '90

Advances in Cryptology - CRYPTO '90
Author: Alfred J. Menezes
Publisher: Springer
Total Pages: 630
Release: 2003-06-30
Genre: Computers
ISBN: 3540384243

Crypto '90 marked the tenth anniversary of the Crypto conferences held at the University of California at Santa Barbara. The conference was held from August 11 to August 15, 1990 and was sponsored by the International Association for Cryptologic Research, in cooperation with the IEEE Computer Society Technical Committee on Security and Privacy and the Department of Computer Science of the University of California at Santa Barbara. 227 participants from twenty countries around the world. Crypto '90 attracted Roughly 35% of attendees were from academia, 45% from industry and 20% from government. The program was intended to provide a balance between the purely theoretical and the purely practical aspects of cryptography to meet the needs and diversified interests of these various groups. The overall organization of the conference was superbly handled by the general chairperson Sherry McMahan. All of the outstanding features of Crypto, which we have come to expect over the years, were again present and, in addition to all of this, she did a magnificent job in the preparation of the book of abstracts. This is a crucial part of the program and we owe her a great deal of thanks.

Templates for the Solution of Linear Systems

Templates for the Solution of Linear Systems
Author: Richard Barrett
Publisher: SIAM
Total Pages: 141
Release: 1994-01-01
Genre: Mathematics
ISBN: 9781611971538

In this book, which focuses on the use of iterative methods for solving large sparse systems of linear equations, templates are introduced to meet the needs of both the traditional user and the high-performance specialist. Templates, a description of a general algorithm rather than the executable object or source code more commonly found in a conventional software library, offer whatever degree of customization the user may desire. Templates offer three distinct advantages: they are general and reusable; they are not language specific; and they exploit the expertise of both the numerical analyst, who creates a template reflecting in-depth knowledge of a specific numerical technique, and the computational scientist, who then provides "value-added" capability to the general template description, customizing it for specific needs. For each template that is presented, the authors provide: a mathematical description of the flow of algorithm; discussion of convergence and stopping criteria to use in the iteration; suggestions for applying a method to special matrix types; advice for tuning the template; tips on parallel implementations; and hints as to when and why a method is useful.

How to Solve Large Linear Systems

How to Solve Large Linear Systems
Author: Aleksa S. Srdanov
Publisher:
Total Pages:
Release: 2019
Genre: Algorithms
ISBN: 9781627347396

"In this paper an approximate and exact methods for solving a system of linear equations with an arbitrary number of equations and the same number of unknowns is presented. All the mentioned problems can be avoided by the proposed methods. It is possible to define an algorithms that does not solve the system of equations in the usual mathematical way, but still finds its exact solution in the exact number of steps already defined. The methods consists of simple computations that are not cumulative. At the same time, the number of operations is acceptable even for a relatively large number of equations and unknowns. In addition, the algorithms allows the process to start from an arbitrary initial n-tuple and always leads to the exact solution if it exists"--