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.

Sparse Matrix Technology

Sparse Matrix Technology
Author: Sergio Pissanetzky
Publisher: Academic Press
Total Pages: 336
Release: 2014-06-28
Genre: Mathematics
ISBN: 1483270408

Sparse Matrix Technology presents the methods, concepts, ideas, and applications of sparse matrix technology. The text provides the fundamental methods, procedures, techniques, and applications of sparse matrix technology in software development. The book covers topics on storage schemes and computational techniques needed for sparse matrix technology; sparse matrix methods and algorithms for the direct solution of linear equations; and algorithms for different purposes connected with sparse matrix technology. Engineers, programmers, analysts, teachers, and students in the computer sciences will find the book interesting.

Graph Theory and Sparse Matrix Computation

Graph Theory and Sparse Matrix Computation
Author: Alan George
Publisher: Springer Science & Business Media
Total Pages: 254
Release: 2012-12-06
Genre: Mathematics
ISBN: 1461383692

When reality is modeled by computation, matrices are often the connection between the continuous physical world and the finite algorithmic one. Usually, the more detailed the model, the bigger the matrix, the better the answer, however, efficiency demands that every possible advantage be exploited. The articles in this volume are based on recent research on sparse matrix computations. This volume looks at graph theory as it connects to linear algebra, parallel computing, data structures, geometry, and both numerical and discrete algorithms. The articles are grouped into three general categories: graph models of symmetric matrices and factorizations, graph models of algorithms on nonsymmetric matrices, and parallel sparse matrix algorithms. This book will be a resource for the researcher or advanced student of either graphs or sparse matrices; it will be useful to mathematicians, numerical analysts and theoretical computer scientists alike.

Computational Methods for General Sparse Matrices

Computational Methods for General Sparse Matrices
Author: Zahari Zlatev
Publisher: Springer Science & Business Media
Total Pages: 343
Release: 2013-04-17
Genre: Computers
ISBN: 940171116X

'Et moi ... - si j'avait su comment en revenir, One service mathematics has rendered the je n 'y serais point aile.' human race. It has put common sense back where it belongs, on the topmost shelf next Jules Verne to the dusty canister labelled 'discarded non- The series is divergent; therefore we may be sense'. able to do something with it. Eric T. Bell 0. Heaviside Mathematics is a tool for thought. A highly necessary tool in a world where both feedback and non linearities abound. Similarly, all kinds of parts of mathematics serve as tools for other parts and for other sciences. Applying a simple rewriting rule to the quote on the right above one finds such statements as: 'One service topology has rendered mathematical physics .. .'; 'One service logic has rendered com puter science .. .'; 'One service category theory has rendered mathematics .. .'. All arguably true. And all statements obtainable this way form part of the raison d'elre of this series.

Direct Methods for Sparse Matrices

Direct Methods for Sparse Matrices
Author: Iain S. Duff
Publisher: Oxford University Press
Total Pages: 451
Release: 2017
Genre: Mathematics
ISBN: 0198508387

The subject of sparse matrices has its root in such diverse fields as management science, power systems analysis, surveying, circuit theory, and structural analysis. Efficient use of sparsity is a key to solving large problems in many fields. This book provides both insight and answers for those attempting to solve these problems.

Handbook of Robust Low-Rank and Sparse Matrix Decomposition

Handbook of Robust Low-Rank and Sparse Matrix Decomposition
Author: Thierry Bouwmans
Publisher: CRC Press
Total Pages: 553
Release: 2016-05-27
Genre: Computers
ISBN: 1498724639

Handbook of Robust Low-Rank and Sparse Matrix Decomposition: Applications in Image and Video Processing shows you how robust subspace learning and tracking by decomposition into low-rank and sparse matrices provide a suitable framework for computer vision applications. Incorporating both existing and new ideas, the book conveniently gives you one-stop access to a number of different decompositions, algorithms, implementations, and benchmarking techniques. Divided into five parts, the book begins with an overall introduction to robust principal component analysis (PCA) via decomposition into low-rank and sparse matrices. The second part addresses robust matrix factorization/completion problems while the third part focuses on robust online subspace estimation, learning, and tracking. Covering applications in image and video processing, the fourth part discusses image analysis, image denoising, motion saliency detection, video coding, key frame extraction, and hyperspectral video processing. The final part presents resources and applications in background/foreground separation for video surveillance. With contributions from leading teams around the world, this handbook provides a complete overview of the concepts, theories, algorithms, and applications related to robust low-rank and sparse matrix decompositions. It is designed for researchers, developers, and graduate students in computer vision, image and video processing, real-time architecture, machine learning, and data mining.

Matrix Computations

Matrix Computations
Author: Gene H. Golub
Publisher: JHU Press
Total Pages: 734
Release: 1996-10-15
Genre: Mathematics
ISBN: 9780801854149

Revised and updated, the third edition of Golub and Van Loan's classic text in computer science provides essential information about the mathematical background and algorithmic skills required for the production of numerical software. This new edition includes thoroughly revised chapters on matrix multiplication problems and parallel matrix computations, expanded treatment of CS decomposition, an updated overview of floating point arithmetic, a more accurate rendition of the modified Gram-Schmidt process, and new material devoted to GMRES, QMR, and other methods designed to handle the sparse unsymmetric linear system problem.

Numerical Methods in Economics

Numerical Methods in Economics
Author: Kenneth L. Judd
Publisher: MIT Press
Total Pages: 662
Release: 1998-09-28
Genre: Business & Economics
ISBN: 9780262100717

To harness the full power of computer technology, economists need to use a broad range of mathematical techniques. In this book, Kenneth Judd presents techniques from the numerical analysis and applied mathematics literatures and shows how to use them in economic analyses. The book is divided into five parts. Part I provides a general introduction. Part II presents basics from numerical analysis on R^n, including linear equations, iterative methods, optimization, nonlinear equations, approximation methods, numerical integration and differentiation, and Monte Carlo methods. Part III covers methods for dynamic problems, including finite difference methods, projection methods, and numerical dynamic programming. Part IV covers perturbation and asymptotic solution methods. Finally, Part V covers applications to dynamic equilibrium analysis, including solution methods for perfect foresight models and rational expectation models. A website contains supplementary material including programs and answers to exercises.