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  • Artikel  (76)
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  • 1
    Digitale Medien
    Digitale Medien
    Springer
    BIT 34 (1994), S. 313-317 
    ISSN: 1572-9125
    Schlagwort(e): 65F10 ; 65F15 ; 65F35 ; Toeplitz matrix ; circulant matrix ; best conditioned preconditioner ; preconditioned conjugate gradient method
    Quelle: Springer Online Journal Archives 1860-2000
    Thema: Mathematik
    Notizen: Abstract We discuss the solution of Hermitian positive definite systemsAx=b by the preconditioned conjugate gradient method with a preconditionerM. In general, the smaller the condition numberκ(M −1/2 AM −1/2 ) is, the faster the convergence rate will be. For a given unitary matrixQ, letM Q = {Q*Λ N Q | Λ n is ann-by-n complex diagonal matrix} andM Q + ={Q*Λ n Q | Λ n is ann-by-n positive definite diagonal matrix}. The preconditionerM b that minimizesκ(M −1/2 AM −1/2 ) overM Q + is called the best conditioned preconditioner for the matrixA overM Q + . We prove that ifQAQ* has Young's Property A, thenM b is nothing new but the minimizer of ‖M −A‖ F overM Q . Here ‖ · ‖ F denotes the Frobenius norm. Some applications are also given here.
    Materialart: Digitale Medien
    Standort Signatur Erwartet Verfügbarkeit
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  • 2
    ISSN: 1572-9125
    Schlagwort(e): 65F10 ; 65N30
    Quelle: Springer Online Journal Archives 1860-2000
    Thema: Mathematik
    Notizen: Abstract Standard Galerkin finite element methods or finite difference methods for singular perturbation problems lead to strongly unsymmetric matrices, which furthermore are in general notM-matrices. Accordingly, preconditioned iterative methods such as preconditioned (generalized) conjugate gradient methods, which have turned out to be very successful for symmetric and positive definite problems, can fail to converge or require an excessive number of iterations for singular perturbation problems. This is not so much due to the asymmetry, as it is to the fact that the spectrum can have both eigenvalues with positive and negative real parts, or eigenvalues with arbitrary small positive real parts and nonnegligible imaginary parts. This will be the case for a standard Galerkin method, unless the meshparameterh is chosen excessively small. There exist other discretization methods, however, for which the corresponding bilinear form is coercive, whence its finite element matrix has only eigenvalues with positive real parts; in fact, the real parts are positive uniformly in the singular perturbation parameter. In the present paper we examine the streamline diffusion finite element method in this respect. It is found that incomplete block-matrix factorization methods, both on classical form and on an inverse-free (vectorizable) form, coupled with a general least squares conjugate gradient method, can work exceptionally well on this type of problem. The number of iterations is sometimes significantly smaller than for the corresponding almost symmetric problem where the velocity field is close to zero or the singular perturbation parameter ε=1.
    Materialart: Digitale Medien
    Standort Signatur Erwartet Verfügbarkeit
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  • 3
    Digitale Medien
    Digitale Medien
    Springer
    BIT 29 (1989), S. 916-937 
    ISSN: 1572-9125
    Schlagwort(e): 65F10 ; 65N30 ; 76R05
    Quelle: Springer Online Journal Archives 1860-2000
    Thema: Mathematik
    Notizen: Abstract This paper presents some of the authors' experimental results in applying Preconditioned CG-type methods to nonsymmetric systems of linear equations arising in the numerical solution of the coupled system of fundamental stationary semiconductor equations. For this type of problem it is shown that these iterative methods are efficient both in computation times and in storage requirements. All results have been obtained on an HP 350 computer.
    Materialart: Digitale Medien
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  • 4
    ISSN: 1572-9125
    Schlagwort(e): 65F10 ; Semiconductors ; simulation ; partial differential equations
    Quelle: Springer Online Journal Archives 1860-2000
    Thema: Mathematik
    Notizen: Abstract The alternate-block-factorization (ABF) method is a procedure for partially decoupling systems of elliptic partial differential equations by means of a carefully chosen change of variables. By decoupling we mean that the ABF strategy attempts to reduce intra-equation coupling in the system rather than intra-grid coupling for a single elliptic equation in the system. This has the effect of speeding convergence of commonly used iteration schemes, which use the solution of a sequence of linear elliptic PDEs as their main computational step. Algebraically, the change of variables is equivalent to a postconditioning of the original system. The results of using ABF postconditioning on some problems arising from semiconductor device simulation are discussed.
    Materialart: Digitale Medien
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  • 5
    Digitale Medien
    Digitale Medien
    Springer
    BIT 32 (1992), S. 442-463 
    ISSN: 1572-9125
    Schlagwort(e): 65F10 ; 76S05 ; Minimum discarded fill (MDF) ; thresholdMDF ; minimum updating matrix ; matrix ordering ; preconditioned conjugate gradient
    Quelle: Springer Online Journal Archives 1860-2000
    Thema: Mathematik
    Notizen: Abstract There has been increased interest in the effect of the ordering of the unknowns on Preconditioned Conjugate Gradient (PCG) methods. A recently proposed Minimum Discarded Fill (MDF) ordering technique is effective in finding goodILU(l) preconditioners, especially for problems arising from unstructured finite element grids. This algorithm can identify anisotropy in complicated physical structures and orders the unknowns in an appropriate direction. TheMDF technique may be viewed as an analogue of the minimum deficiency algorithm in sparse matrix technology, and hence is expensive to compute for high levelILU(l) preconditioners. In this work, several less expensive variants of theMDF technique are explored to produce cost-effectiveILU preconditioners. The ThresholdMDF ordering combinesMDF ideas with drop tolerance techniques to identify the sparsity pattern in theILU preconditioners. The Minimum Update Matrix (MUM) ordering technique is a simplification of theMDF ordering and is an analogue of the minimum degree algorithm. TheMUM ordering method is especially effective for large matrices arising from Navier-Stokes problems.
    Materialart: Digitale Medien
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  • 6
    Digitale Medien
    Digitale Medien
    Springer
    BIT 32 (1992), S. 650-664 
    ISSN: 1572-9125
    Schlagwort(e): 65F10 ; 65N22 ; Hyperbolic equation ; circulant matrix ; condition number ; preconditioned conjugate gradient method
    Quelle: Springer Online Journal Archives 1860-2000
    Thema: Mathematik
    Notizen: Abstract Linear systems arising from implicit time discretizations and finite difference space discretizations of second-order hyperbolic equations in two dimensions are considered. We propose and analyze the use of circulant preconditioners for the solution of linear systems via preconditioned iterative methods such as the conjugate gradient method. Our motivation is to exploit the fast inversion of circulant systems with the Fast Fourier Transform (FFT). For second-order hyperbolic equations with initial and Dirichlet boundary conditions, we prove that the condition number of the preconditioned system is ofO(α) orO(m), where α is the quotient between the time and space steps andm is the number of interior gridpoints in each direction. The results are extended to parabolic equations. Numerical experiments also indicate that the preconditioned systems exhibit favorable clustering of eigenvalues that leads to a fast convergence rate.
    Materialart: Digitale Medien
    Standort Signatur Erwartet Verfügbarkeit
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  • 7
    ISSN: 1572-9125
    Schlagwort(e): 65F10 ; 65N22 ; 65N35 ; 65N55 ; Dirichlet problem ; Poisson's equation ; piecewise Hermite cubics ; Gauss points ; eigenvalues ; eigenfunctions ; H 1-norm
    Quelle: Springer Online Journal Archives 1860-2000
    Thema: Mathematik
    Notizen: Abstract The rates of convergence of two Schwarz alternating methods are analyzed for the iterative solution of a discrete problem which arises when orthogonal spline collocation with piecewise Hermite bicubics is applied to the Dirichlet problem for Poisson's equation on a rectangle. In the first method, the rectangle is divided into two overlapping subrectangles, while three overlapping subrectangles are used in the second method. Fourier analysis is used to obtain explicit formulas for the convergence factors by which theH 1-norm of the errors is reduced in one iteration of the Schwarz methods. It is shown numerically that while these factors depend on the size of overlap, they are independent of the partition stepsize. Results of numerical experiments are presented which confirm the established rates of convergence of the Schwarz methods.
    Materialart: Digitale Medien
    Standort Signatur Erwartet Verfügbarkeit
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  • 8
    Digitale Medien
    Digitale Medien
    Springer
    BIT 34 (1994), S. 177-204 
    ISSN: 1572-9125
    Schlagwort(e): 65F10 ; 15A06 ; 65F90 ; 65K10 ; Conjugate gradient method ; preconditioning ; incomplete factorization ; polynomial preconditioner ; matrix-free method ; Fourier analysis
    Quelle: Springer Online Journal Archives 1860-2000
    Thema: Mathematik
    Notizen: Abstract Preconditioning strategies based on incomplete factorizations and polynomial approximations are studied through extensive numerical experiments. We are concerned with the question of the optimal rate of convergence that can be achieved for these classes of preconditioners. Our conclusion is that the well-known Modified Incomplete Cholesky factorization (MIC), cf. e.g., Gustafsson [20], and the polynomial preconditioning based on the Chebyshev polynomials, cf. Johnson, Micchelli and Paul [22], have optimal order of convergence as applied to matrix systems derived by discretization of the Poisson equation. Thus for the discrete two-dimensional Poisson equation withn unknowns,O(n 1/4) andO(n 1/2) seem to be the optimal rates of convergence for the Conjugate Gradient (CG) method using incomplete factorizations and polynomial preconditioners, respectively. The results obtained for polynomial preconditioners are in agreement with the basic theory of CG, which implies that such preconditioners can not lead to improvement of the asymptotic convergence rate. By optimizing the preconditioners with respect to certain criteria, we observe a reduction of the number of CG iterations, but the rates of convergence remain unchanged.
    Materialart: Digitale Medien
    Standort Signatur Erwartet Verfügbarkeit
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  • 9
    Digitale Medien
    Digitale Medien
    Springer
    BIT 26 (1986), S. 369-376 
    ISSN: 1572-9125
    Schlagwort(e): 65F10 ; 65F15 ; 65F40 ; CR: G.1.3
    Quelle: Springer Online Journal Archives 1860-2000
    Thema: Mathematik
    Notizen: Abstract In this paper, the behavior of the block Accelerated Overrelaxation (AOR) iterative method, when applied to linear systems with a generalized consistently ordered coefficient matrix, is investigated. An equation, relating the eigenvalues of the block Jacobi iteration matrix to the eigenvalues of its associated block AOR iteration matrix, as well as sufficient conditions for the convergence of the block AOR method, are obtained.
    Materialart: Digitale Medien
    Standort Signatur Erwartet Verfügbarkeit
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  • 10
    Digitale Medien
    Digitale Medien
    Springer
    BIT 26 (1986), S. 493-504 
    ISSN: 1572-9125
    Schlagwort(e): 65F10 ; 65N20 ; 15A09 ; Conjugate gradient method ; elliptic partial differential equations ; incomplete factorization ; iterative methods ; preconditioning ; sparse matrices
    Quelle: Springer Online Journal Archives 1860-2000
    Thema: Mathematik
    Notizen: Abstract The INV(k) and MINV(k) block preconditionings for the conjugate gradient method require generation of selected elements of the inverses of symmetric matrices of bandwidth 2k+1. Generalizing the previously describedk=1 (tridiagonal) case tok=2, explicit expressions for the inverse elements of a symmetric pentadiagonal matrix in terms of Green's matrix of rank two are given. These expressions are found to be seriously ill-conditioned; hence alternative computational algorithms for the inverse elements must be used. Behavior of thek=1 andk=2 preconditionings are compared for some discretized elliptic partial differential equation test problems in two dimensions.
    Materialart: Digitale Medien
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