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  • 1
    ISSN: 1572-9265
    Keywords: multigrid method ; Krylov subspace method ; incompressible Navier-Stokes equations ; semicoarsening ; robustness ; 65F10 ; 65N55 ; 76D05 ; 76M20
    Source: Springer Online Journal Archives 1860-2000
    Topics: Computer Science , Mathematics
    Notes: Abstract Numerical methods for the incompressible Reynolds-averaged Navier-Stokes equations discretized by finite difference techniques on collocated cell-centered structured grids are considered in this paper. A widespread solution method to solve the pressure-velocity coupling problem is to use a segregated approach, in which the computational work is deeply controlled by the solution of the pressure problem. This pressure equation is an elliptic partial differential equation with possibly discontinuous or anisotropic coeffficients. The resulting singular linear system needs efficient solution strategies especially for 3-dimensional applications. A robust method (close to MG-S [22,34]) combining multiple cell-centered semicoarsening strategies, matrix-independent transfer operators, Galerkin coarse grid approximation is therefore designed. This strategy is both evaluated as a solver or as a preconditioner for Krylov subspace methods on various 2- or 3-dimensional fluid flow problems. The robustness of this method is shown.
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  • 2
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    Numerical algorithms 23 (2000), S. 51-70 
    ISSN: 1572-9265
    Keywords: discretized partial differential equations ; large sparse linear systems ; partitionings ; modified incomplete factorizations ; preconditioned conjugate gradient ; 65F10 ; 65F35 ; 65B99 ; 65N22
    Source: Springer Online Journal Archives 1860-2000
    Topics: Computer Science , Mathematics
    Notes: Abstract We examine how the variations of the coefficients of 3-dimensional (3D) partial differential equations (PDEs) influence the convergence of the conjugate gradient method, preconditioned by standard pointwise and linewise modified incomplete factorizations. General analytical spectral bounds obtained previously are applied, which displays the conditions under which good performances could be expected. The arguments also reveal that, if the total number of unknowns is very large or the number of unknowns in one direction is much larger than in both other ones, or if there are strong jumps in the variation of the PDE coefficients or fewer Dirichlet boundary conditions, then linewise preconditionings could be significantly more efficient than the corresponding pointwise ones. We also discuss reasons to explain why in the case of constant PDE coefficients, the advantage of preferring linewise methods to pointwise ones is not as pronounced as in 2D problems. Results of numerical experiments are reported.
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  • 3
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    Numerical algorithms 24 (2000), S. 195-237 
    ISSN: 1572-9265
    Keywords: partial Jordan canonical stucture ; eigenvalue problems ; Jordan-Schur form ; Weierstrass-Schur form ; large scale ; Krylov methods ; implicitly restarted Arnoldi ; eigenvalue clustering ; staircase algorithms ; 65F15 ; 65F10 ; 15A21 ; 15A22 ; 68N99
    Source: Springer Online Journal Archives 1860-2000
    Topics: Computer Science , Mathematics
    Notes: Abstract We present methods for computing a nearby partial Jordan-Schur form of a given matrix and a nearby partial Weierstrass-Schur form of a matrix pencil. The focus is on the use and the interplay of the algorithmic building blocks – the implicitly restarted Arnoldi method with prescribed restarts for computing an invariant subspace associated with the dominant eigenvalue, the clustering method for grouping computed eigenvalues into numerically multiple eigenvalues and the staircase algorithm for computing the structure revealing form of the projected problem. For matrix pencils, we present generalizations of these methods. We introduce a new and more accurate clustering heuristic for both matrices and matrix pencils. Particular emphasis is placed on reliability of the partial Jordan-Schur and Weierstrass-Schur methods with respect to the choice of deflation parameters connecting the steps of the algorithm such that the errors are controlled. Finally, successful results from computational experiments conducted on problems with known canonical structure and varying ill-conditioning are presented.
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  • 4
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    Numerical algorithms 23 (2000), S. 371-392 
    ISSN: 1572-9265
    Keywords: Hankel/Toeplitz matrix ; Structured Total Least Squares ; displacement rank ; 15A03 ; 62P30 ; 65F10
    Source: Springer Online Journal Archives 1860-2000
    Topics: Computer Science , Mathematics
    Notes: Abstract The Structured Total Least Squares (STLS) problem is a natural extension of the Total Least Squares (TLS) problem when constraints on the matrix structure need to be imposed. Similar to the ordinary TLS approach, the STLS approach can be used to determine the parameter vector of a linear model, given some noisy measurements. In many signal processing applications, the imposition of this matrix structure constraint is necessary for obtaining Maximum Likelihood (ML) estimates of the parameter vector. In this paper we consider the Toeplitz (Hankel) STLS problem (i.e., an STLS problem in which the Toeplitz (Hankel) structure needs to be preserved). A fast implementation of an algorithm for solving this frequently occurring STLS problem is proposed. The increased efficiency is obtained by exploiting the low displacement rank of the involved matrices and the sparsity of the associated generators. The fast implementation is compared to two other implementations of algorithms for solving the Toeplitz (Hankel) STLS problem. The comparison is carried out on a recently proposed speech compression scheme. The numerical results confirm the high efficiency of the newly proposed fast implementation: the straightforward implementations have a complexity of O((m+n)3) and O(m3) whereas the proposed implementation has a complexity of O(mn+n2).
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  • 5
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    Advances in computational mathematics 11 (1999), S. 355-375 
    ISSN: 1572-9044
    Keywords: periodic quasi-wavelet ; integral equation ; multiscale ; 45G10 ; 65F10 ; 65J15 ; 65N30
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Abstract In solving integral equations with a logarithmic kernel, we combine the Galerkin approximation with periodic quasi-wavelet (PQW) [4]. We develop an algorithm for solving the integral equations with only O(N log N) arithmetic operations, where N is the number of knots. We also prove that the Galerkin approximation has a polynomial rate of convergence.
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  • 6
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    Advances in computational mathematics 10 (1999), S. 169-186 
    ISSN: 1572-9044
    Keywords: symmetric positive definite linear system ; block SSOR iteration ; preconditioner ; hierarchical basis discretization ; 65F10 ; 65N20 ; CR: G1.8
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Abstract A class of modified block SSOR preconditioners is presented for solving symmetric positive definite systems of linear equations, which arise in the hierarchical basis finite element discretizations of the second order self‐adjoint elliptic boundary value problems. This class of methods is strongly related to two level methods, standard multigrid methods, and Jacobi‐like hierarchical basis methods. The optimal relaxation factors and optimal condition numbers are estimated in detail. Theoretical analyses show that these methods are very robust, and especially well suited to difficult problems with rough solutions, discretized using highly nonuniform, adaptively refined meshes.
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  • 7
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    Numerical algorithms 21 (1999), S. 97-107 
    ISSN: 1572-9265
    Keywords: Krylov subspace methods ; biorthogonal polynomials ; Padé-type approximants ; Lanczos method ; Arnoldi method ; GMRES ; 65F10 ; 65F25 ; 41A10 ; 41A21
    Source: Springer Online Journal Archives 1860-2000
    Topics: Computer Science , Mathematics
    Notes: Abstract It is shown that Krylov subspace methods for solving systems of linear equations can be based on formal biorthogonal polynomials and on Padé-type and Padé approximants. New algorithms for their implementation are derived.
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  • 8
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    Numerical algorithms 20 (1999), S. 75-100 
    ISSN: 1572-9265
    Keywords: generalized Lyapunov equations ; mathematical software ; matrix sign function ; Newton iteration ; algebraic Riccati equations ; 65F10 ; 93B40 ; 93B51
    Source: Springer Online Journal Archives 1860-2000
    Topics: Computer Science , Mathematics
    Notes: Abstract We investigate the numerical solution of the stable generalized Lyapunov equation via the sign function method. This approach has already been proposed to solve standard Lyapunov equations in several publications. The extension to the generalized case is straightforward. We consider some modifications and discuss how to solve generalized Lyapunov equations with semidefinite constant term for the Cholesky factor. The basic computational tools of the method are basic linear algebra operations that can be implemented efficiently on modern computer architectures and in particular on parallel computers. Hence, a considerable speed-up as compared to the Bartels–Stewart and Hammarling methods is to be expected. We compare the algorithms by performing a variety of numerical tests.
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  • 9
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    Numerical algorithms 21 (1999), S. 119-146 
    ISSN: 1572-9265
    Keywords: iterative methods ; Generalized Minimum Residual (GMRES) method ; minimization condition ; Galerkin condition ; Lanczos-type methods ; 65F10 ; 65H10 ; 65N20 ; 65N30
    Source: Springer Online Journal Archives 1860-2000
    Topics: Computer Science , Mathematics
    Notes: Abstract For solving nonsymmetric linear systems, the well-known GMRES method is considered to be a stable method; however, the work per iteration increases as the number of iterations increases. We consider two new iterative methods GGMRES and MGMRES, which are a generalization and a modification of the GMRES method, respectively. Instead of using a minimization condition as in the derivation of GGMRES, we use a Galerkin condition to derive the MGMRES method. We also introduce another new iterative method, LAN/MGMRES, which is designed to combine the reliability of GMRES with the reduced work of a Lanczos-type method. A computer program has been written based on the use of the LAN/MGMRES algorithm for solving nonsymmetric linear systems arising from certain elliptic problems. Numerical tests are presented comparing this algorithm with some other commonly used iterative algorithms. These preliminary tests of the LAN/MGMRES algorithm show that it is comparable in terms of both the approximate number of iterations and the overall convergence behavior.
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  • 10
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    Numerical algorithms 21 (1999), S. 261-285 
    ISSN: 1572-9265
    Keywords: restarted GMRES ; restarted FOM ; IRA ; deflation ; minimization with constraints ; 65F10 ; 65F15 ; 64N30
    Source: Springer Online Journal Archives 1860-2000
    Topics: Computer Science , Mathematics
    Notes: Abstract We introduce a deflation method that takes advantage of the IRA method, by extracting a GMRES solution from the Krylov basis computed within the Arnoldi process of the IRA method itself. The deflation is well-suited because it is done with eigenvectors associated to the eigenvalues that are closest to zero, which are approximated by IRA very quickly. By a slight modification, we adapt it to the FOM algorithm, and then to GMRES enhanced by imposing constraints within the minimization condition. The use of IRA enables us to reduce the number of matrix-vector products, while keeping a low storage.
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  • 11
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    Numerical algorithms 20 (1999), S. 303-321 
    ISSN: 1572-9265
    Keywords: linear systems ; iterative methods ; Hessenberg’s method ; GMRES ; QMR ; 65F10
    Source: Springer Online Journal Archives 1860-2000
    Topics: Computer Science , Mathematics
    Notes: Abstract The Generalized Minimal Residual (GMRES) method and the Quasi-Minimal Residual (QMR) method are two Krylov methods for solving linear systems. The main difference between these methods is the generation of the basis vectors for the Krylov subspace. The GMRES method uses the Arnoldi process while QMR uses the Lanczos algorithm for constructing a basis of the Krylov subspace. In this paper we give a new method similar to QMR but based on the Hessenberg process instead of the Lanczos process. We call the new method the CMRH method. The CMRH method is less expensive and requires slightly less storage than GMRES. Numerical experiments suggest that it has behaviour similar to GMRES.
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  • 12
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    Numerical algorithms 22 (1999), S. 367-383 
    ISSN: 1572-9265
    Keywords: bifurcation problems ; continuation methods ; domain decomposition methods ; finite differences ; 65N06 ; 65F10 ; 65F15
    Source: Springer Online Journal Archives 1860-2000
    Topics: Computer Science , Mathematics
    Notes: Abstract We study numerical solution branches of certain parameter-dependent problems defined on compact domains with various boundary conditions. The finite differences combined with the domain decomposition method are exploited to discretize the partial differential equations. We propose efficient numerical algorithms for solving the associated linear systems and for the detection of bifurcation points. Sample numerical results are reported.
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  • 13
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    Advances in computational mathematics 9 (1998), S. 281-310 
    ISSN: 1572-9044
    Keywords: partial differential equations ; finite elements ; unstructured grids ; parallel solver ; domain decomposition ; additive Schwarz ; MPI ; general purpose software ; 65F10 ; 65N22 ; 65N55
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Abstract This paper describes a parallel iterative solver for finite element discretisations of elliptic partial differential equations on 2D and 3D domains using unstructured grids. The discretisation of the PDE is assumed to be given in the form of element stiffness matrices and the solver is automatic in the sense that it requires minimal additional information about the PDE and the geometry of the domain. The solver parallelises matrix–vector operations required by iterative methods and provides parallel additive Schwarz preconditioners. Parallelisation is implemented through MPI. The paper contains numerical experiments showing almost optimal speedup on unstructured mesh problems on a range of four platforms and in addition gives illustrations of the use of the package to investigate several questions of current interest in the analysis of Schwarz methods. The package is available in public domain from the home page http://www.maths.bath.ac.uk/∼mjh/.
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  • 14
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    Numerical algorithms 17 (1998), S. 51-66 
    ISSN: 1572-9265
    Keywords: Lanczos algorithm ; quasi-minimal residual algorithm ; bi-conjugate gradients algorithm ; nonsymmetric linear systems ; Krylov subspace methods ; 65F10 ; 65N20
    Source: Springer Online Journal Archives 1860-2000
    Topics: Computer Science , Mathematics
    Notes: Abstract We present a transpose-free version of the nonsymmetric scaled Lanczos procedure. It generates the same tridiagonal matrix as the classical algorithm, using two matrix–vector products per iteration without accessing AT. We apply this algorithm to obtain a transpose-free version of the Quasi-minimal residual method of Freund and Nachtigal [15] (without look-ahead), which requires three matrix–vector products per iteration. We also present a related transpose-free version of the bi-conjugate gradients algorithm.
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  • 15
    ISSN: 1572-9265
    Keywords: multigrid method ; Krylov subspace method ; incompressible Navier–Stokes equations ; collocated grid ; curvilinear coordinates ; 65F10 ; 65N55 ; 76D05 ; 76M20
    Source: Springer Online Journal Archives 1860-2000
    Topics: Computer Science , Mathematics
    Notes: Abstract We consider numerical methods for the incompressible Reynolds averaged Navier–Stokes equations discretized by finite difference techniques on non-staggered grids in body-fitted coordinates. A segregated approach is used to solve the pressure–velocity coupling problem. Several iterative pressure linear solvers including Krylov subspace and multigrid methods and their combination have been developed to compare the efficiency of each method and to design a robust solver. Three-dimensional numerical experiments carried out on scalar and vector machines and performed on different fluid flow problems show that a combination of multigrid and Krylov subspace methods is a robust and efficient pressure solver.
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  • 16
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    Numerical algorithms 18 (1998), S. 277-292 
    ISSN: 1572-9265
    Keywords: nonsymmetric linear systems ; sparse matrices ; iterative methods ; Krylov subspaces ; Arnoldi ; FOM ; GMRES ; 65F10 ; 65F50
    Source: Springer Online Journal Archives 1860-2000
    Topics: Computer Science , Mathematics
    Notes: Abstract This paper presents two new methods called WFOM and WGMRES, which are variants of FOM and GMRES, for solving large and sparse nonsymmetric linear systems. To accelerate the convergence, these new methods use a different inner product instead of the Euclidean one. Furthermore, at each restart, a different inner product is chosen. The weighted Arnoldi process is introduced for implementing these methods. After describing the weighted methods, we give the relations that link them to FOM and GMRES. Experimental results are presented to show the good performances of the new methods compared to FOM(m) and GMRES(m).
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  • 17
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    Numerical algorithms 17 (1998), S. 67-103 
    ISSN: 1572-9265
    Keywords: Lanczos' method ; orthogonal polynomials ; CGS ; BiCGSTAB ; 65F10 ; 33A65
    Source: Springer Online Journal Archives 1860-2000
    Topics: Computer Science , Mathematics
    Notes: Abstract The method of Lanczos for solving systems of linear equations is implemented by using recurrence relationships between formal orthogonal polynomials. A drawback is that the computation of the coefficients of these recurrence relationships usually requires the use of the transpose of the matrix of the system. Due to the indirect addressing, this is a costly operation. In this paper, a new procedure for computing these coefficients is proposed. It is based on the recursive computation of the products of polynomials appearing in their expressions and it does not involve the transpose of the matrix. Moreover, our approach allows to implement simultaneously and at a low price a Lanczos-type product method such as the CGS or the BiCGSTAB.
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  • 18
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    Numerical algorithms 18 (1998), S. 71-90 
    ISSN: 1572-9265
    Keywords: conjugate gradient ; Krylov subspace ; least-squares ; scattering ; 65F10 ; 65C20
    Source: Springer Online Journal Archives 1860-2000
    Topics: Computer Science , Mathematics
    Notes: Abstract We discuss the application of an augmented conjugate gradient to the solution of a sequence of linear systems of the same matrix appearing in an iterative process for the solution of scattering problems. The conjugate gradient method applied to the first system generates a Krylov subspace, then for the following systems, a modified conjugate gradient is applied using orthogonal projections on this subspace to compute an initial guess and modified descent directions leading to a better convergence. The scattering problem is treated via an Exact Controllability formulation and a preconditioned conjugate gradient algorithm is introduced. The set of linear systems to be solved are associated to this preconditioning. The efficiency of the method is tested on different 3D acoustic problems.
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  • 19
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    Numerical algorithms 15 (1997), S. 275-285 
    ISSN: 1572-9265
    Keywords: quasilinear sequence ; transformations ; kernel ; convergence acceleration processes ; 65F10
    Source: Springer Online Journal Archives 1860-2000
    Topics: Computer Science , Mathematics
    Notes: Abstract We give a new characterization of quasilinear sequence transformations; we prove that any quasilinear transformation can be represented by its kernel. This approach is new and allows one to give a general result of convergence acceleration and tools for the construction of new quasilinear transformations.
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  • 20
    ISSN: 1572-9265
    Keywords: dense linear systems ; preconditioning ; sparse approximate inverses ; complex symmetric matrices ; scattering calculations ; Krylov subspace methods ; parallel computing ; 65F10 ; 65F50 ; 65R20 ; 65N38 ; 78-08 ; 78A50 ; 78A55
    Source: Springer Online Journal Archives 1860-2000
    Topics: Computer Science , Mathematics
    Notes: Abstract We investigate the use of sparse approximate inverse preconditioners for the iterative solution of linear systems with dense complex coefficient matrices arising in industrial electromagnetic problems. An approximate inverse is computed via a Frobenius norm approach with a prescribed nonzero pattern. Some strategies for determining the nonzero pattern of an approximate inverse are described. The results of numerical experiments suggest that sparse approximate inverse preconditioning is a viable approach for the solution of large-scale dense linear systems on parallel computers.
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  • 21
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    Advances in computational mathematics 6 (1996), S. 109-138 
    ISSN: 1572-9044
    Keywords: Finite element method ; interface problems ; 65N30 ; 65F10
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Abstract This paper is concerned with the analysis of a finite element method for nonhomogeneous second order elliptic interface problems on smooth domains. The method consists in approximating the domains by polygonal domains, transferring the boundary data in a natural way, and then applying a finite element method to the perturbed problem on the approximate polygonal domains. It is shown that the error in the finite element approximation is of optimal order for linear elements on a quasiuniform triangulation. As such the method is robust in the regularity of the data in the original problem.
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  • 22
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    Numerical algorithms 11 (1996), S. 99-116 
    ISSN: 1572-9265
    Keywords: Lanczos methods ; othogonal polynomials ; breakdown ; near-breakdown ; stochastic arithmetic ; accuracy ; 65F10 ; 65F25 ; 65G05
    Source: Springer Online Journal Archives 1860-2000
    Topics: Computer Science , Mathematics
    Notes: Abstract In the Conjugate-Gradient-Squared method, a sequence of residualsr k defined byr k=P k 2 (A)r0 is computed. Coefficients of the polynomialsP k may be computed as a ratio of scalar products from the theory of formal orthogonal polynomials. When a scalar product in a denominator is zero or very affected by round-off errors, situations of breakdown or near-breakdown appear. Using floating point arithmetic on computers, such situations are detected with the use of ∈ i in some ordering relations like |x≤∈ i . The user has to choose the ∈ i himself and these choices condition entirely the efficient detection of breakdown or near-breakdown. The subject of this paper is to show how stochastic arithmetic eliminates the problem of the ∈ i with the estimation of the accuracy of some intermediate results.
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  • 23
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    Numerical algorithms 13 (1996), S. 365-398 
    ISSN: 1572-9265
    Keywords: convergence ; multilevel additive methods ; unstructured meshes ; 65N30 ; 65F10
    Source: Springer Online Journal Archives 1860-2000
    Topics: Computer Science , Mathematics
    Notes: Abstract We develop a convergence theory for two level and multilevel additive Schwarz domain decomposition methods for elliptic and parabolic problems on general unstructured meshes in two and three dimensions. The coarse and fine grids are assumed only to be shape regular, and the domains formed by the coarse and fine grids need not be identical. In this general setting, our convergence theory leads to completely local bounds for the condition numbers of two level additive Schwarz methods, which imply that these condition numbers are optimal, or independent of fine and coarse mesh sizes and subdomain sizes if the overlap amount of a subdomain with its neighbors varies proportionally to the subdomain size. In particular, we will show that additive Schwarz algorithms are still very efficient for nonselfadjoint parabolic problems with only symmetric, positive definite solvers both for local subproblems and for the global coarse problem. These conclusions for elliptic and parabolic problems improve our earlier results in [12, 15, 16]. Finally, the convergence theory is applied to multilevel additive Schwarz algorithms. Under some very weak assumptions on the fine mesh and coarser meshes, e.g., no requirements on the relation between neighboring coarse level meshes, we are able to derive a condition number bound of the orderO(ρ2 L 2), whereρ = max1≤l≤L(h l +l− 1)/δ l,h l is the element size of thelth level mesh,δ l the overlap of subdomains on thelth level mesh, andL the number of mesh levels.
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    Numerical algorithms 13 (1996), S. 45-60 
    ISSN: 1572-9265
    Keywords: Barzilai-Borwein method ; conjugate gradient method ; incomplete Cholesky ; symmetric successive overrelaxation ; elliptic equations ; 65F10 ; 65F15 ; 65L10 ; 65N20
    Source: Springer Online Journal Archives 1860-2000
    Topics: Computer Science , Mathematics
    Notes: Abstract The preconditioned Barzilai-Borwein method is derived and applied to the numerical solution of large, sparse, symmetric and positive definite linear systems that arise in the discretization of partial differential equations. A set of well-known preconditioning techniques are combined with this new method to take advantage of the special features of the Barzilai-Borwein method. Numerical results on some elliptic test problems are presented. These results indicate that the preconditioned Barzilai-Borwein method is competitive and sometimes preferable to the preconditioned conjugate gradient method.
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    Numerical algorithms 12 (1996), S. 233-251 
    ISSN: 1572-9265
    Keywords: Lanczos breakdown ; Residual quasi-minimization ; nonsymmetric linear systems ; 65F10 ; 65N20
    Source: Springer Online Journal Archives 1860-2000
    Topics: Computer Science , Mathematics
    Notes: Abstract Despite its usefulness in solving eigenvalue problems and linear systems of equations, the nonsymmetric Lanczos method is known to suffer from a potential breakdown problem. Previous and recent approaches for handling the Lanczos exact and near-breakdowns include, for example, the look-ahead schemes by Parlett-Taylor-Liu [23], Freund-Gutknecht-Nachtigal [9], and Brezinski-Redivo Zaglia-Sadok [4]; the combined look-ahead and restart scheme by Joubert [18]; and the low-rank modified Lanczos scheme by Huckle [17]. In this paper, we present yet another scheme based on a modified Krylov subspace approach for the solution of nonsymmetric linear systems. When a breakdown occurs, our approach seeks a modified dual Krylov subspace, which is the sum of the original subspace and a new Krylov subspaceK m (w j ,A T ) wherew j is a newstart vector (this approach has been studied by Ye [26] for eigenvalue computations). Based on this strategy, we have developed a practical algorithm for linear systems called the MLAN/QM algorithm, which also incorporates the residual quasi-minimization as proposed in [12]. We present a few convergence bounds for the method as well as numerical results to show its effectiveness.
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    Numerical algorithms 10 (1995), S. 203-223 
    ISSN: 1572-9265
    Keywords: Non-symmetric linear systems ; iterative solvers ; Bi-CG ; Bi-CGSTAB ; BiCGstab(ℓ) ; 65F10
    Source: Springer Online Journal Archives 1860-2000
    Topics: Computer Science , Mathematics
    Notes: Abstract It is well-known that Bi-CG can be adapted so that hybrid methods with computational complexity almost similar to Bi-CG can be constructed, in which it is attempted to further improve the convergence behavior. In this paper we will study the class of BiCGstab methods. In many applications, the speed of convergence of these methods appears to be determined mainly by the incorporated Bi-CG process, and the problem is that the Bi-CG iteration coefficients have to be determined from the BiCGstab process. We will focus our attention to the accuracy of these Bi-CG coefficients, and how rounding errors may affect the speed of convergence of the BiCGstab methods. We will propose a strategy for a more stable determination of the Bi-CG iteration coefficients and by experiments we will show that this indeed may lead to faster convergence.
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    BIT 34 (1994), S. 313-317 
    ISSN: 1572-9125
    Keywords: 65F10 ; 65F15 ; 65F35 ; Toeplitz matrix ; circulant matrix ; best conditioned preconditioner ; preconditioned conjugate gradient method
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: 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.
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    BIT 34 (1994), S. 177-204 
    ISSN: 1572-9125
    Keywords: 65F10 ; 15A06 ; 65F90 ; 65K10 ; Conjugate gradient method ; preconditioning ; incomplete factorization ; polynomial preconditioner ; matrix-free method ; Fourier analysis
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    Topics: Mathematics
    Notes: 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.
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    BIT 34 (1994), S. 367-371 
    ISSN: 1572-9125
    Keywords: 65F10 ; 65F15 ; Topelitz matrix ; circulant matrix ; Hartley preconditioner ; conjugate gradient method ; generating function
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    Topics: Mathematics
    Notes: Abstract In this paper, we consider the solution ofn-by-n symmetric positive definite Toeplitz systemsT n x=b by the preconditioned conjugate gradient (PCG) method. The preconditionerM n is defined to be the minimizer of ‖T n −B n ‖ F over allB n εH n whereH n is the Hartley algebra. We show that if the generating functionf ofT n is a positive 2π-periodic continuous even function, then the spectrum of the preconditioned systemM n −1 T n will be clustered around 1. Thus, if the PCG method is applied to solve the preconditioned system, the convergence rate will be superlinear.
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    BIT 34 (1994), S. 99-112 
    ISSN: 1572-9125
    Keywords: 65F10 ; 65N06 ; Fourier Transform ; Sine Transform ; Toeplitz matrices ; elliptic differential equation ; finite difference method ; preconditioned conjugate gradient method
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    Topics: Mathematics
    Notes: Abstract In this paper we study the use of the Fourier, Sine and Cosine Transform for solving or preconditioning linear systems, which arise from the discretization of elliptic problems. Recently, R. Chan and T. Chan considered circulant matrices for solving such systems. Instead of using circulant matrices, which are based on the Fourier Transform, we apply the Fourier and the Sine Transform directly. It is shown that tridiagonal matrices arising from the discretization of an onedimensional elliptic PDE are connected with circulant matrices by congruence transformations with the Fourier or the Sine matrix. Therefore, we can solve such linear systems directly, using only Fast Fourier Transforms and the Sherman-Morrison-Woodbury formula. The Fast Fourier Transform is highly parallelizable, and thus such an algorithm is interesting on a parallel computer. Moreover, similar relations hold between block tridiagonal matrices and Block Toeplitz-plus-Hankel matrices of ordern 2×n 2 in the 2D case. This can be used to define in some sense natural approximations to the given matrix which lead to preconditioners for solving such linear systems.
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    Numerical algorithms 7 (1994), S. 1-16 
    ISSN: 1572-9265
    Keywords: Biconjugate gradients ; nonsymmetric linear systems ; 65N20 ; 65F10
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    Topics: Computer Science , Mathematics
    Notes: Abstract The Bi-Conjugate Gradient (BCG) algorithm is the simplest and most natural generalization of the classical conjugate gradient method for solving nonsymmetric linear systems. It is well-known that the method suffers from two kinds of breakdowns. The first is due to the breakdown of the underlying Lanczos process and the second is due to the fact that some iterates are not well-defined by the Galerkin condition on the associated Krylov subspaces. In this paper, we derive a simple modification of the BCG algorithm, the Composite Step BCG (CSBCG) algorithm, which is able to compute all the well-defined BCG iterates stably, assuming that the underlying Lanczos process does not break down. The main idea is to skip over a step for which the BCG iterate is not defined.
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    Numerical algorithms 6 (1994), S. 353-378 
    ISSN: 1572-9265
    Keywords: Least squares estimations ; Toeplitz matrix ; circulant matrix ; preconditioned conjugate gradient method ; signal prediction ; linear prediction ; covariance matrix ; windowing methods ; finite impulse response (FIR) system identification ; 65F10 ; 65F15 ; 43E10
    Source: Springer Online Journal Archives 1860-2000
    Topics: Computer Science , Mathematics
    Notes: Abstract Least squares estimations have been used extensively in many applications, e.g. system identification and signal prediction. When the stochastic process is stationary, the least squares estimators can be found by solving a Toeplitz or near-Toeplitz matrix system depending on the knowledge of the data statistics. In this paper, we employ the preconditioned conjugate gradient method with circulant preconditioners to solve such systems. Our proposed circulant preconditioners are derived from the spectral property of the given stationary process. In the case where the spectral density functions(θ) of the process is known, we prove that ifs(θ) is a positive continuous function, then the spectrum of the preconditioned system will be clustered around 1 and the method converges superlinearly. However, if the statistics of the process is unknown, then we prove that with probability 1, the spectrum of the preconditioned system is still clustered around 1 provided that large data samples are taken. For finite impulse response (FIR) system identification problems, our numerical results show that annth order least squares estimator can usually be obtained inO(n logn) operations whenO(n) data samples are used. Finally, we remark that our algorithm can be modified to suit the applications of recursive least squares computations with the proper use of sliding window method arising in signal processing applications.
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    Numerical algorithms 7 (1994), S. 17-32 
    ISSN: 1572-9265
    Keywords: Lanczos method ; conjugate gradients squared algorithm ; breakdowns ; composite step ; 65F10 ; 65F25
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    Topics: Computer Science , Mathematics
    Notes: Abstract We propose a new and more stable variant of the CGS method [27] for solving nonsymmetric linear systems. The method is based on squaring the Composite Step BCG method, introduced recently by Bank and Chan [1,2], which itself is a stabilized variant of BCG in that it skips over steps for which the BCG iterate is not defined and causes one kind of breakdown in BCG. By doing this, we obtain a method (Composite Step CGS or CSCGS) which not only handles the breakdowns described above, but does so with the advantages of CGS, namely, no multiplications by the transpose matrix and a faster convergence rate than BCG. Our strategy for deciding whether to skip a step does not involve any machine dependent parameters and is designed to skip near breakdowns as well as produce smoother iterates. Numerical experiments show that the new method does produce improved performance over CGS on practical problems.
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    Numerical algorithms 7 (1994), S. 75-109 
    ISSN: 1572-9265
    Keywords: Bi-Conjugate gradients ; non-symmetric linear systems ; CGS ; Bi-CGSTAB ; iterative solvers ; ORTHODIR ; Krylov subspace ; 65F10
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    Topics: Computer Science , Mathematics
    Notes: Abstract It is well-known that Bi-CG can be adapted so that the operations withA T can be avoided, and hybrid methods can be constructed in which it is attempted to further improve the convergence behaviour. Examples of this are CGS, Bi-CGSTAB, and the more general BiCGstab(l) method. In this paper it is shown that BiCGstab(l) can be implemented in different ways. Each of the suggested approaches has its own advantages and disadvantages. Our implementations allow for combinations of Bi-CG with arbitrary polynomial methods. The choice for a specific implementation can also be made for reasons of numerical stability. This aspect receives much attention. Various effects have been illustrated by numerical examples.
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    Numerical algorithms 7 (1994), S. 33-73 
    ISSN: 1572-9265
    Keywords: Conjugate gradient ; Lanczos' method ; systems of linear equations ; orthogonal polynomials ; 65F05 ; 65F10 ; 65F25
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    Topics: Computer Science , Mathematics
    Notes: Abstract Lanczos' method for solving the system of linear equationsAx=b consists in constructing a sequence of vectors (x k ) such thatr k =b−Ax k =P k (A)r 0 wherer 0=b−Ax 0.P k is an orthogonal polynomial which is computed recursively. The conjugate gradient squared algorithm (CGS) consists in takingr k =P k 2 (A)r0. In the recurrence relation forP k , the coefficients are given as ratios of scalar products. When a scalar product in a denominator is zero, then a breakdown occurs in the algorithm. When such a scalar product is close to zero, then rounding errors can seriously affect the algorithm, a situation known as near-breakdown. In this paper it is shown how to avoid near-breakdown in the CGS algorithm in order to obtain a more stable method.
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    Numerical algorithms 8 (1994), S. 329-346 
    ISSN: 1572-9265
    Keywords: Unstructured meshes ; non-nested coarse meshes ; additive Schwarz algorithm ; optimal convergence rate ; 65N30 ; 65F10
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    Topics: Computer Science , Mathematics
    Notes: Abstract We give several additive Schwarz domain decomposition methods for solving finite element problems which arise from the discretizations of elliptic problems on general unstructured meshes in two and three dimensions. Our theory requires no assumption (for the main results) on the substructures which constitute the whole domain, so each substructure can be of arbitrary shape and of different size. The global coarse mesh is allowed to be non-nested to the fine grid on which the discrete problem is to be solved and both the coarse meshes and the fine meshes need not be quasi-uniform. In this general setting, our algorithms have the same optimal convergence rate of the usual domain decomposition methods on structured meshes. The condition numbers of the preconditioned systems depend only on the (possibly small) overlap of the substructures and the size of the coares grid, but is independent of the sizes of the subdomains.
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  • 37
    ISSN: 1572-9125
    Keywords: 65F10 ; 65N22 ; 65N35 ; 65N55 ; Dirichlet problem ; Poisson's equation ; piecewise Hermite cubics ; Gauss points ; eigenvalues ; eigenfunctions ; H 1-norm
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    Topics: Mathematics
    Notes: 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.
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    Numerische Mathematik 65 (1993), S. 469-492 
    ISSN: 0945-3245
    Keywords: 65F10 ; 65N30 ; 65N55
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    Topics: Mathematics
    Notes: Summary In this paper we discuss bounds for the convergence rates of several domain decomposition algorithms to solve symmetric, indefinite linear systems arising from mixed finite element discretizations of elliptic problems. The algorithms include Schwarz methods and iterative refinement methods on locally refined grids. The implementation of Schwarz and iterative refinement algorithms have been discussed in part I. A discussion on the stability of mixed discretizations on locally refined grids is included and quantiative estimates for the convergence rates of some iterative refinement algorithms are also derived.
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    Numerische Mathematik 64 (1993), S. 213-240 
    ISSN: 0945-3245
    Keywords: 65F10
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    Topics: Mathematics
    Notes: Summary We present here a new hybrid method for the iterative solution of large sparse nonsymmetric systems of linear equations, say of the formAx=b, whereA ∈ ℝ N, N , withA nonsingular, andb ∈ ℝ N are given. This hybrid method begins with a limited number of steps of the Arnoldi method to obtain some information on the location of the spectrum ofA, and then switches to a Richardson iterative method based on Faber polynomials. For a polygonal domain, the Faber polynomials can be constructed recursively from the parameters in the Schwarz-Christoffel mapping function. In four specific numerical examples of non-normal matrices, we show that this hybrid algorithm converges quite well and is approximately as fast or faster than the hybrid GMRES or restarted versions of the GMRES algorithm. It is, however, sensitive (as other hybrid methods also are) to the amount of information on the spectrum ofA acquired during the first (Arnoldi) phase of this procedure.
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    ISSN: 0945-3245
    Keywords: 65N30 ; 65F10
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    Topics: Mathematics
    Notes: Summary We describe sequential and parallel algorithms based on the Schwarz alternating method for the solution of mixed finite element discretizations of elliptic problems using the Raviart-Thomas finite element spaces. These lead to symmetric indefinite linear systems and the algorithms have some similarities with the traditional block Gauss-Seidel or block Jacobi methods with overlapping blocks. The indefiniteness requires special treatment. The sub-blocks used in the algorithm correspond to problems on a coarse grid and some overlapping subdomains and is based on a similar partition used in an algorithm of Dryja and Widlund for standard elliptic problems. If there is sufficient overlap between the subdomains, the algorithm converges with a rate independent of the mesh size, the number of subdomains and discontinuities of the coefficients. Extensions of the above algorithms to the case of local grid refinement is also described. Convergence theory for these algorithms will be presented in a subsequent paper.
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    Numerische Mathematik 66 (1993), S. 373-398 
    ISSN: 0945-3245
    Keywords: 65F10 ; 65N30
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    Topics: Mathematics
    Notes: Summary We analyse multi-grid applied to anisotropic equations within the framework of smoothing and approximation-properties developed by Hack busch. For a model anisotropic equation on a square, we give an up-till-now missing proof of an estimate concerning the approximation property which is essential to show robustness. Furthermore, we show a corresponding estimate for a model anisotropic equation on an L-shaped domain. The existing estimates for the smoothing property are not suitable to prove robustness for either 2-cyclic Gauss-Seidel smoothers or for less regular problems such as our second model equation. For both cases, we give sharper estimates. By combination of our results concerning smoothing- and approximation-properties, robustness of W-cycle multi-grid applied to both our model equations will follow for a number of smoothers.
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    Numerische Mathematik 65 (1993), S. 245-252 
    ISSN: 0945-3245
    Keywords: 65F10 ; 15A06
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    Topics: Mathematics
    Notes: Summary In a recent paper the author has proposed some theorems on the comparison of the asymptotic rates of convergence of two nonnegative splittings. They extended the corresponding result of Miller and Neumann and implied the earlier theorems of Varga, Beauwens, Csordas and Varga. An open question by Miller and Neumann, which additional and appropriate conditions should be imposed to obtain strict inequality, was also answered. This article continues to investigate the comparison theorems for nonnegative splittings. The new results extend and imply the known theorems by the author, Miller and Neumann.
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    Numerische Mathematik 65 (1993), S. 301-317 
    ISSN: 0945-3245
    Keywords: 65F10 ; 65B99
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    Topics: Mathematics
    Notes: Summary We investigate here rounding error effects on the convergence rate of the conjugate gradients. More precisely, we analyse on both theoretical and experimental basis how finite precision arithmetic affects known bounds on iteration numbers when the spectrum of the system matrix presents small or large isolated eigenvalues.
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    Numerische Mathematik 66 (1993), S. 449-463 
    ISSN: 0945-3245
    Keywords: 65F10 ; 65F35 ; 65N30
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    Topics: Mathematics
    Notes: Summary Based on the framework of subspace splitting and the additive Schwarz scheme, we give bounds for the condition number of multilevel preconditioners for sparse grid discretizations of elliptic model problems. For a BXP-like preconditioner we derive an estimate of the optimal orderO(1) and for a HB-like variant we obtain an estimate of the orderO(k 2 ·2 k/2 ), wherek denotes the number of levels employed. Furthermore, we confirm these results by numerically computed condition numbers.
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    Numerische Mathematik 66 (1993), S. 295-319 
    ISSN: 0945-3245
    Keywords: 65N20 ; 65F10
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    Topics: Mathematics
    Notes: Summary The composite step biconjugate gradient method (CSBCG) is a simple modification of the standard biconjugate gradient algorithm (BCG) which smooths the sometimes erratic convergence of BCG by computing only a subset of the iterates. We show that 2×2 composite steps can cure breakdowns in the biconjugate gradient method caused by (near) singularity of principal submatrices of the tridiagonal matrix generated by the underlying Lanczos process. We also prove a “best approximation” result for the method. Some numerical illustrations showing the effect of roundoff error are given.
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    Numerische Mathematik 66 (1993), S. 215-233 
    ISSN: 0945-3245
    Keywords: 65F10
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    Topics: Mathematics
    Notes: Summary The ADI iterative method for the solution of Sylvester's equationAX−XB=C proceeds by strictly alternating between the solution of the two equations $$\begin{gathered} \left( {A - \delta _{k + 1} I} \right)X_{2k + 1} = X_{2k} \left( {B - \delta _{k + 1} I} \right) + C, \hfill \\ X_{2k + 2} \left( {B - \tau _{k + 1} I} \right) = \left( {A - \tau _{k + 1} I} \right)X_{2k + 1} - C, \hfill \\ \end{gathered} $$ fork=0, 1, 2,... HereX o is a given initial approximate solution, and the δ k andτ k are real or complex parameters chosen so that the computed approximate solutionsX k converge rapidly to the solutionX of the Sylvester equation ask increases. This paper discusses the possibility of solving one of the equations in the ADI iterative method more often than the other one, i.e., relaxing the strict alternation requirement, in order to achieve a higher rate of convergence. Our analysis based on potential theory shows that this generalization of the ADI iterative method can give faster convergence than when strict alternation is required.
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    BIT 32 (1992), S. 442-463 
    ISSN: 1572-9125
    Keywords: 65F10 ; 76S05 ; Minimum discarded fill (MDF) ; thresholdMDF ; minimum updating matrix ; matrix ordering ; preconditioned conjugate gradient
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    Topics: Mathematics
    Notes: 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.
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    BIT 32 (1992), S. 650-664 
    ISSN: 1572-9125
    Keywords: 65F10 ; 65N22 ; Hyperbolic equation ; circulant matrix ; condition number ; preconditioned conjugate gradient method
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    Topics: Mathematics
    Notes: 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.
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    Numerische Mathematik 61 (1992), S. 91-110 
    ISSN: 0945-3245
    Keywords: 65F10 ; 65F35 ; 65B99
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    Topics: Mathematics
    Notes: Summary Two variants of modified incomplete block-matrix factorization with additive correction are proposed for the iterative solution of large linear systems of equations. Both rigorous theoretical support and numerical evidence are given displaying their efficiency when applied to discrete second order partial differential equations (PDEs), even in the case of quasi-singular problems.
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    Numerische Mathematik 61 (1992), S. 153-169 
    ISSN: 0945-3245
    Keywords: 65N30 ; 65F10
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    Topics: Mathematics
    Notes: Summary We provide a convergence rate analysis for a variant of the domain decomposition method introduced by Gropp and Keyes for solving the algebraic equations that arise from finite element discretization of nonsymmetric and indefinite elliptic problems with Dirichlet boundary conditions in ℝ2. We show that the convergence rate of the preconditioned GMRES method is nearly optimal in the sense that the rate of convergence depends only logarithmically on the mesh size and the number of substructures, if the global coarse mesh is fine enough.
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    Numerische Mathematik 61 (1992), S. 433-454 
    ISSN: 0945-3245
    Keywords: 65F10
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    Topics: Mathematics
    Notes: Summary The convergence of the conjugate gradient method for the iterative solution of large systems of linear equations depends on proper preconditioning matrices. We present an efficient incomplete-factorization preconditioning based on a specific, “repeated red-black” ordering scheme and cyclic reduction. For the Dirichlet model problem, we prove that the condition number increases asymptotically slower with the number of equations than for usual incomplete factorization methods. Numerical results for symmetric and non-symmetric test problems and on locally refined grids demonstrate the performance of this method, especially for large linear systems.
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    Numerische Mathematik 63 (1992), S. 29-38 
    ISSN: 0945-3245
    Keywords: 65F10 ; 65F25
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    Topics: Mathematics
    Notes: Summary Lanczos type algorithms for solving systems of linear equations have their foundations in the theory of formal orthogonal polynomials and the method of moments which leads to a determinantal formula for their iterates. The various Lanczos type algorithms mainly differ by the way of computing the coefficients entering into the recurrence formulae. If the denominator in the formula for one of these coefficients is zero, then a breakdown occurs in the algorithm, and it must be stopped. Such a breakdown is in fact due to the non-existence of some orthogonal polynomial. In this paper we show how to jump over such a singularity by computing the next existing orthogonal polynomial by the block bordering method. The resulting algorithm, called MRZ, is equivalent to the nongeneric BIODIR algorithm (which is a look-ahead Lanczos type algorithm), but our derivation is much simpler.
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    Numerische Mathematik 63 (1992), S. 123-144 
    ISSN: 0945-3245
    Keywords: 65N30 ; 65N13 ; 65F10
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    Topics: Mathematics
    Notes: Summary Anti-derivatives of wavelets are used for the numerical solution of differential equations. Optimal error estimates are obtained in the applications to two-point boundary value problems of second order. The orthogonal property of the wavelets is used to construct efficient iterative methods for the solution of the resultant linear algebraic systems. Numerical examples are given.
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    Numerische Mathematik 63 (1992), S. 297-313 
    ISSN: 0945-3245
    Keywords: 65N30 ; 65F10
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    Topics: Mathematics
    Notes: Summary This paper provides a fast and storage-saving method for the solution of the first biharmonic boundary value problem (b.v.p.). The b.v.p. is approximated via a special variational finite difference technique suggested earlier by V.G. Korneev. It is shown theoretically that our method produces an approximate solution to the finite difference equations inO(NlnNlnɛ−1) arithmetical operations, whereN is the number of unknowns and ɛ (0〈ɛ〈1) denotes the relative accuracy required. The numerical results obtained by our computer code CGMFC decisively substantiate the theoretical estimates given.
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    Numerische Mathematik 63 (1992), S. 345-356 
    ISSN: 0945-3245
    Keywords: 65F10
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    Topics: Mathematics
    Notes: Summary Convergence of two-stage iterative methods for the solution of linear systems is studied. Convergence of the non-stationary method is shown if the number of inner iterations becomes sufficiently large. TheR 1-factor of the two-stage method is related to the spectral radius of the iteration matrix of the outer splitting. Convergence is further studied for splittings ofH-matrices. These matrices are not necessarily monotone. Conditions on the splittings are given so that the two-stage method is convergent for any number of inner iterations.
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    Numerische Mathematik 63 (1992), S. 411-431 
    ISSN: 0945-3245
    Keywords: 65F10 ; 15A48
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    Topics: Mathematics
    Notes: Summary We study block matricesA=[Aij], where every blockA ij ∈ℂ k,k is Hermitian andA ii is positive definite. We call such a matrix a generalized H-matrix if its block comparison matrix is a generalized M-matrix. These matrices arise in the numerical solution of Euler equations in fluid flow computations and in the study of invariant tori of dynamical systems. We discuss properties of these matrices and we give some equivalent conditions for a matrix to be a generalized H-matrix.
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    Numerische Mathematik 63 (1992), S. 503-520 
    ISSN: 0945-3245
    Keywords: 65N30 ; 65F10
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    Topics: Mathematics
    Notes: Summary For solving second order elliptic problems discretized on a sequence of nested mixed finite element spaces nearly optimal iterative methods are proposed. The methods are within the general framework of the product (multiplicative) scheme for operators in a Hilbert space, proposed recently by Bramble, Pasciak, Wang, and Xu [5,6,26,27] and make use of certain multilevel decomposition of the corresponding spaces for the flux variable.
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    Numerische Mathematik 63 (1992), S. 521-539 
    ISSN: 0945-3245
    Keywords: 65F10 ; 65N30
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    Topics: Mathematics
    Notes: Summary We consider the solution of the algebraic system of equations which result from the discretization of second order elliptic equations. A class of multilevel algorithms are studied using the additive Schwarz framework. We establish that the condition number of the iteration operators are bounded independent of mesh sizes and the number of levels. This is an improvement on Dryja and Widlund's result on a multilevel additive Schwarz algorithm, as well as Bramble, Pasciak and Xu's result on the BPX algorithm. Some multiplicative variants of the multilevel methods are also considered. We establish that the energy norms of the corresponding iteration operators are bounded by a constant less than one, which is independent of the number of levels. For a proper ordering, the iteration operators correspond to the error propagation operators of certain V-cycle multigrid methods, using Gauss-Seidel and damped Jacobi methods as smoothers, respectively.
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    Numerische Mathematik 62 (1992), S. 189-212 
    ISSN: 0945-3245
    Keywords: 65F10 ; 65F35 ; 65N20 ; 65N30
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    Topics: Mathematics
    Notes: Summary We develop a hierarchical basis multilevel method for symmetric second order elliptic boundary value problems in two-dimensional polygonal domains based on nonconforming P1 triangular elements. The main result is that the condition number of the hierarchical discretization is bounded byO(k) wherek is the number of refinement levels. For comparison, Yserentant's result yields the sharp boundO(k 2) for the corresponding hierarchical discretization with conforming linear elements.
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    Numerische Mathematik 62 (1992), S. 305-319 
    ISSN: 0945-3245
    Keywords: MSC 1991 ; 65F10
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    Topics: Mathematics
    Notes: Summary We establish the convergence of sequential and asynchronous iteration schemes for nonlinear paracontracting operators acting in finite dimensional spaces. Applications to the solution of linear systems of equations with convex constraints are outlined. A first generalization of one of our convergence results to an infinite pool of asymptotically paracontracting operators is also presented.
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    Numerical algorithms 3 (1992), S. 75-80 
    ISSN: 1572-9265
    Keywords: AMS (MOS) 65B05 ; 65F10 ; 65F25 ; Vector sequence ; extrapolation ; Lanczos method
    Source: Springer Online Journal Archives 1860-2000
    Topics: Computer Science , Mathematics
    Notes: Abstract First, recursive algorithms for implementing some vector sequence transformations are given. In a particular case, these transformations are generalizations of Shanks transformation and the G-transformation. When the sequence of vectors under transformation is generated by linear fixed point iterations, Lanczos' method and the CGS are recovered respectively. In the case of a sequence generated by nonlinear fixed point iterations, a quadratically convergent method based on the ε-algorithm is recovered and a nonlinear analog of the CGS method is obtained.
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  • 62
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    BIT 31 (1991), S. 632-646 
    ISSN: 1572-9125
    Keywords: 65F10 ; 65F15 ; Skew-Hermitian type Toeplitz matrix ; circulant matrix ; skew-circulant matrix ; preconditioned conjugate gradient method
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    Topics: Mathematics
    Notes: Abstract We study the solutions of Toeplitz systemsA n x=b by the preconditioned conjugate gradient method. Then ×n matrixA n is of the forma 0 I+H n wherea 0 is a real number,I is the identity matrix andH n is a skew-Hermitian Toeplitz matrix. Such matrices often appear in solving discretized hyperbolic differential equations. The preconditioners we considered here are the circulant matrixC n and the skew-circulant matrixS n whereA n =1/2(C n +S n ). The convergence rate of the iterative method depends on the distribution of the singular values of the matricesC −1 n An andS −1 n A n . For Toeplitz matricesA n with entries which are Fourier coefficients of functions in the Wiener class, we show the invertibility ofC n andS n and prove that the singular values ofC −1 n A n andS −1 n A n are clustered around 1 for largen. Hence, if the conjugate gradient method is applied to solve the preconditioned systems, we expect fast convergence.
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    Numerische Mathematik 59 (1991), S. 431-452 
    ISSN: 0945-3245
    Keywords: 65F10 ; 65N20 ; 65N30
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    Topics: Mathematics
    Notes: Summary Algebraic multilevel analogues of the BEPS preconditioner designed for solving discrete elliptic problems on grids with local refinement are formulated, and bounds on their relative condition numbers, with respect to the composite-grid matrix, are derived. TheV-cycle and, more generally,v-foldV-cycle multilevel BEPS preconditioners are presented and studied. It is proved that for 2-D problems theV-cycle multilevel BEPS is almost optimal, whereas thev-foldV-cycle algebraic multilevel BEPS is optimal under a mild restriction on the composite cell-centered grid. For thev-fold multilevel BEPS, the variational relation between the finite difference matrix and the corresponding matrix on the next-coarser level is not necessarily required. Since they are purely algebraically derived, thev-fold (v〉1) multilevel BEPS preconditioners perform without any restrictionson the shape of subregions, unless the refinement is too fast. For theV-cycle BEPS preconditioner (2-D problem), a variational relation between the matrices on two consecutive grids is required, but there is no restriction on the method of refinement on the shape, or on the size of the subdomains.
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    Numerische Mathematik 60 (1991), S. 235-249 
    ISSN: 0945-3245
    Keywords: 65F10 ; 65N22 ; 76D05
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    Topics: Mathematics
    Notes: Summary We present an a posteriori error estimator for the non-conforming Crouzeix-Raviart discretization of the Stokes equations which is based on the local evaluation of residuals with respect to the strong form of the differential equation. The error estimator yields global upper and local lower bounds for the error of the finite element solution. It can easily be generalized to the stationary, incompressible Navier-Stokes equations and to other non-conforming finite element methods. Numerical examples show the efficiency of the proposed error estimator.
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    Numerische Mathematik 60 (1991), S. 219-234 
    ISSN: 0945-3245
    Keywords: 65F10 ; 65N30
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    Topics: Mathematics
    Notes: Summary Most domain decomposition algorithms have been developed for problems in two dimensions. One reason for this is the difficulty in devising a satisfactory, easy-to-implement, robust method of providing global communication of information for problems in three dimensions. Several methods that work well in two dimension do not perform satisfactorily in three dimensions. A new iterative substructuring algorithm for three dimensions is proposed. It is shown that the condition number of the resulting preconditioned problem is bounded independently of the number of subdomains and that the growth is quadratic in the logarithm of the number of degrees of freedom associated with a subdomain. The condition number is also bounded independently of the jumps in the coefficients of the differential equation between subdomains. The new algorithm also has more potential parallelism than the iterative substructuring methods previously proposed for problems in three dimensions.
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    Numerische Mathematik 60 (1991), S. 251-290 
    ISSN: 0945-3245
    Keywords: 65F10
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    Topics: Mathematics
    Notes: Summary The success of the cyclic Richardson iteration depends on the proper ordering of the acceleration parameters. We give a rigorous error analysis to show that, with the proper ordering, the relative error in the iterative method, when properly terminated, is not larger than the error incurred in stable direct methods such as Cholesky factorization. For both the computed approximation $$\tilde u$$ tou=L −1f satisfies $$\left\| {u - \tilde u} \right\|$$ ≦ cond (L)‖u‖2−t and this bound is attainable. We also show that the residual norm $$\left\| {f - L\tilde u} \right\|$$ is bounded by ‖L‖ cond $$(L)\left\| {\tilde u} \right\|2^{ - t} $$ . This bound is attainable for a small cycle lengthN. Our analysis suggests that for a larger cycle lengthN the residuals are bounded by $$\sqrt {cond(L)} \left\| L \right\|\left\| {\tilde u} \right\|2^{ - t} $$ . We construct a theoretical example in which this bound is attainable. However we observed in all numerical tests that ultimately the residual norms were of order $$\left\| L \right\|\left\| {\tilde u} \right\|2^{ - t} $$ . We explain why in practice even the factor $$\sqrt {cond(L)} $$ is never encountered. Therefore the residual stopping criterion for the Richardson iteration appears to be very reliable and the method itself appears to be stable.
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    Numerische Mathematik 60 (1991), S. 315-339 
    ISSN: 0945-3245
    Keywords: 65F10
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    Topics: Mathematics
    Notes: Summary The biconjugate gradient (BCG) method is the “natural” generalization of the classical conjugate gradient algorithm for Hermitian positive definite matrices to general non-Hermitian linear systems. Unfortunately, the original BCG algorithm is susceptible to possible breakdowns and numerical instabilities. In this paper, we present a novel BCG-like approach, the quasi-minimal residual (QMR) method, which overcomes the problems of BCG. An implementation of QMR based on a look-ahead version of the nonsymmetric Lanczos algorithm is proposed. It is shown how BCG iterates can be recovered stably from the QMR process. Some further properties of the QMR approach are given and an error bound is presented. Finally, numerical experiments are reported.
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    Numerische Mathematik 60 (1991), S. 341-373 
    ISSN: 0945-3245
    Keywords: 65J10 ; 65F10
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    Topics: Mathematics
    Notes: Summary In this paper, the potentials of so-calledlinear semiiterative methods are considered for the approximate solution of linear ill-posed problems and ill conditioned matrix equations. Several efficient two-step methods are presented, most of which have been introduced earlier in the literature. Stipulating certain conditions concerning the smoothness of the solution, a notion of optimal speed of convergence may be formulated. Various direct and converse results are derived to illustrate the properties of this concept. If the problem's right hand side data are contaminated by noise, semiiterative methods may be used asregularization methods. Assuming optimal rate of convergence of the iteration for the unperturbed problem, the regularized approximations will be of order optimal accuracy. To derive these results, specific properties of polynomials are used in connection with the basic theory of solving ill-posed problems. Rather recent results onfast decreasing polynomials are applied to answer an open question of Brakhage. Numerical examples are given including a comparison to the method of conjugate gradients.
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    Numerische Mathematik 59 (1991), S. 413-429 
    ISSN: 0945-3245
    Keywords: 65N35 ; 65F10
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    Topics: Mathematics
    Notes: Summary An Alternating Direction Implicit method is analyzed for the solution of linear systems arising in high-order, tensor-product orthogonal spline collocation applied to some separable, second order, linear, elliptic partial differential equations in rectangles. On anNxN partition, with Jordan's selection of the acceleration parameters, the method requiresO(N 2 ln 2 N) arithmetic operations to produce an approximation whose accuracy, in theH 1-norm, is that of the collocation solution.
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    Numerische Mathematik 59 (1991), S. 541-559 
    ISSN: 0945-3245
    Keywords: 65F10 ; 65N22 ; 15A48
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    Topics: Mathematics
    Notes: Summary We discuss block matrices of the formA=[A ij ], whereA ij is ak×k symmetric matrix,A ij is positive definite andA ij is negative semidefinite. These matrices are natural block-generalizations of Z-matrices and M-matrices. Matrices of this type arise in the numerical solution of Euler equations in fluid flow computations. We discuss properties of these matrices, in particular we prove convergence of block iterative methods for linear systems with such system matrices.
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    Numerische Mathematik 60 (1991), S. 41-61 
    ISSN: 0945-3245
    Keywords: 65N30 ; 65F10
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    Topics: Mathematics
    Notes: Summary In this paper, we consider the solution of linear systems of algebraic equations that arise from parabolic finite element problems. We introduce three additive Schwarz type domain decomposition methods for general, not necessarily selfadjoint, linear, second order, parabolic partial differential equations and also study the convergence rates of these algorithms. The resulting preconditioned linear system of equations is solved by the generalized minimal residual method. Numerical results are also reported.
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    Numerical algorithms 1 (1991), S. 1-19 
    ISSN: 1572-9265
    Keywords: AMS(MOS) ; 15A18 ; 65F10 ; 65F20 ; 65F35 ; Adaptive methods ; condition estimation ; control ; downdating ; eigenvalues ; Lanczos methods ; matrix modifications ; recursive least squares ; signal processing ; singular values ; updating
    Source: Springer Online Journal Archives 1860-2000
    Topics: Computer Science , Mathematics
    Notes: Abstract Estimates for the condition number of a matrix are useful in many areas of scientific computing, including: recursive least squares computations, optimization, eigenanalysis, and general nonlinear problems solved by linearization techniques where matrix modification techniques are used. The purpose of this paper is to propose anadaptiveLanczosestimator scheme, which we callale, for tracking the condition number of the modified matrix over time. Applications to recursive least squares (RLS) computations using the covariance method with sliding data windows are considered.ale is fast for relatively smalln-parameter problems arising in RLS methods in control and signal processing, and is adaptive over time, i.e., estimates at timet are used to produce estimates at timet+1. Comparisons are made with other adaptive and non-adaptive condition estimators for recursive least squares problems. Numerical experiments are reported indicating thatale yields a very accurate recursive condition estimator.
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    BIT 30 (1990), S. 490-507 
    ISSN: 1572-9125
    Keywords: 15A06 ; 65F05 ; 65F10
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    Topics: Mathematics
    Notes: Abstract Linear systems with a fairly well-conditioned matrixM of the form $$\begin{array}{*{20}c} n \\ 1 \\ \end{array} \mathop {\left( {\begin{array}{*{20}c} A & b \\ c & d \\ \end{array} } \right)}\limits^{\begin{array}{*{20}c} n & 1 \\ \end{array} } $$ , for which a ‘black box’ solver forA is available, can be accurately solved by the standard process of Block Elimination, followed by just one step of Iterative Refinement, no matter how singularA may be — provided the ‘black box’ has a property that is possessed by LU- and QR-based solvers with very high probability. The resulting Algorithm BE + 1 is simpler and slightly faster than T.F. Chan's Deflation Method, and just as accurate. We analyse the case where the ‘black box’ is a solver not forA but for a matrix close toA. This is of interest for numerical continuation methods.
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    Numerische Mathematik 58 (1990), S. 441-464 
    ISSN: 0945-3245
    Keywords: AMS(MOS): 65P30 ; 65N35 ; 65F10 ; CR: G1.8
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    Topics: Mathematics
    Notes: Summary We propose a multidomain spectral collocation scheme for the approximation of the two-dimensional Stokes problem. We show that the discrete velocity vector field is exactly divergence-free and we prove error estimates both for the velocity and the pressure.
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    Numerische Mathematik 58 (1990), S. 163-184 
    ISSN: 0945-3245
    Keywords: AMS(MOS) ; 65F10 ; 65F35 ; 65N20 ; 65N30 ; CR: G 1.8
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    Topics: Mathematics
    Notes: Summary The hierarchical basis preconditioner and the recent preconditioner of Bramble, Pasciak and Xu are derived and analyzed within a joint framework. This discussion elucidates the close relationship between both methods. Special care is devoted to highly nonuniform meshes; exclusively local properties like the shape regularity of the finite elements are utilized.
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    Numerische Mathematik 58 (1990), S. 203-214 
    ISSN: 0945-3245
    Keywords: AMS(MOS) ; 65F10 ; 65N30 ; 76D05 ; CR: G1.8
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    Topics: Mathematics
    Notes: Summary In order to solve the Stokes equations numerically, Crouzeix and Raviart introduced elements satisfying a discrete divergence condition. For the two dimensional case and uniform triangulations it is shown, that using the standard basis functions, the conditioning of the stiffness matrix is of orderN 2, whereN is the dimension of the corresponding finite element space. Hierarchical bases are introduced which give a condition number of orderN log(N)3.
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  • 77
    ISSN: 1572-9125
    Keywords: 65F10 ; 65N30
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    Topics: Mathematics
    Notes: 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.
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    Keywords: 65F10 ; 65N30 ; 76R05
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    Topics: Mathematics
    Notes: 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.
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  • 79
    ISSN: 1572-9125
    Keywords: 65F10 ; Semiconductors ; simulation ; partial differential equations
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    Topics: Mathematics
    Notes: 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.
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    BIT 29 (1989), S. 328-346 
    ISSN: 1572-9125
    Keywords: 65L05 ; 65F10 ; Picard-Lindelöf iteration ; waveform relaxation ; weak coupling
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    Topics: Mathematics
    Notes: Abstract The paper discusses Picard-Lindelöf iteration for systems of autonomous linear equations on finite intervals, as well as its numerical variants. Most of the discussion is under a model assumption which roughly says that the coupling terms are of moderate size compared with the slow time scales in the problem. It is shown that the speed of convergence is quite independent of the step sizes already for very large time steps. This makes it possible to design strategies in which the mesh gets gradually refined during the iteration in such a way that the iteration error stays essentially on the level of discretization error.
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    BIT 29 (1989), S. 682-702 
    ISSN: 1572-9125
    Keywords: 65F10 ; 65B99 ; 65F35 ; Iterative methods for linear systems ; acceleration of convergence ; preconditioning
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    Topics: Mathematics
    Notes: Abstract Recent works have shown that, whenA is a Stieltjes matrix, its so-called modified incomplete factorizations provide effective preconditioning matrices for solvingAx=b by polynomially accelerated iterative methods. We extend here these results to the singular case with the conclusion that the latter techniques are able to solve singular systems at the same speed as regular systems.
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    BIT 29 (1989), S. 610-634 
    ISSN: 1572-9125
    Keywords: 65F10
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    Topics: Mathematics
    Notes: Abstract We consider the problem of finding the symmetric positive definite preconditionerM of a given form- e.g., having nonzero elements only in specified positions — which minimizes the ratio of the largest to smallest eigenvalue ofM −1 A, for a given symmetric positive definitive matrixA. We show how this problem can be expressed as one of minimizing a convex function and how an optimization code can be used to solve the problem numerically. Results are presented showing optimal preconditioners of various sparsity patterns and comparing these to preconditioners that have been proposed in the literature. Several conjectures are made, based on results from the optimization code.
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    ISSN: 1572-9125
    Keywords: 65F10 ; 41A10
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    Topics: Mathematics
    Notes: Abstract This paper explores the use of polynomial preconditioned CG methods for hermitian indefinite linear systems,Ax=b. Polynomial preconditioning is attractive for several reasons. First, it is well-suited to vector and/or parallel architectures. It is also easy to employ, requiring only matrix-vector multiplication and vector addition. To obtain an optimum polynomial preconditioner we solve a minimax approximation problem. The preconditioning polynomial,C(λ), is optimum in that it minimizes a bound on the condition number of the preconditioned matrix,C(A)A. We also characterize the behavior of this minimax polynomial, which makes possible a thorough understanding of the associated CG methods. This characterization is also essential to the development of an adaptive procedure for dynamically determining the optimum polynomial preconditioner. Finally, we demonstrate the effectiveness of polynomial preconditioning in a variety of numerical experiments on a Cray X-MP/48. Our results suggest that high degree (20–50) polynomials are usually best.
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    BIT 29 (1989), S. 635-657 
    ISSN: 1572-9125
    Keywords: 65F10 ; Sparse matrices ; preconditioning ; ordering strategies ; conjugate gradients
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    Topics: Mathematics
    Notes: Abstract We investigate the effect of the ordering of the unknowns on the convergence of the preconditioned conjugate gradient method. We examine a wide range of ordering methods including nested dissection, minimum degree, and red-black and consider preconditionings without fill-in. We show empirically that there can be a significant difference in the number of iterations required by the conjugate gradient method and suggest reasons for this marked difference in performance. We also consider the effect of orderings when an incomplete factorization which allows some fill-in is performed. We consider the effect of automatically controlling the sparsity of the incomplete factorization through drop tolerances and level of fill-in.
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    ISSN: 1572-9125
    Keywords: 65F10
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    Topics: Mathematics
    Notes: Abstract We describe an implementation of Conjugate Gradient-type iterative algorithms for problems with general sparsity patterns on a vector processor with a hierarchy of memories, such as the IBM 3090/VF. The implementation relies on the wavefront approach to vectorize the solution of the two sparse triangular systems that arise when using ILU type preconditioners. The data structure is the key to an effective implementation of sparse computational kernels on a vector processor. A data structure is a combination of a layout of the matrix coefficients and ordering schemes for the vectors to increase data locality. With the data structure we describe, we achieve comparable performance on both the matrix-vector product and the solution of the sparse triangular systems on a variety of real problems, such as those arising from large scale reservoir simulation or structural analysis.
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    BIT 29 (1989), S. 741-747 
    ISSN: 1572-9125
    Keywords: AMS(MOS) ; 65F10 ; Conjugate Gradient (CG) method ; Reduced system and preconditioned system
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Abstract This paper is concerned with the (preconditioned) conjugate gradient method for solving systems of linear algebraic equationsAx=b withA having Red/Black form. The connections between the Conjugate Gradient (CG) scheme applied toAx=b and its two reduced systems are explored under certain conditions.
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    ISSN: 1572-9125
    Keywords: 65F10 ; 65N20
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    Topics: Mathematics
    Notes: Abstract In this paper we study and compare some preconditioned conjugate gradient methods for solving large-scale higher-order finite element schemes approximating two- and three-dimensional linear elasticity boundary value problems. The preconditioners discussed in this paper are derived from hierarchical splitting of the finite element space first proposed by O. Axelsson and I. Gustafsson. We especially focus our attention to the implicit construction of preconditioning operators by means of some fixpoint iteration process including multigrid techniques. Many numerical experiments confirm the efficiency of these preconditioners in comparison with classical direct methods most frequently used in practice up to now.
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    BIT 29 (1989), S. 769-793 
    ISSN: 1572-9125
    Keywords: 65F10 ; 65N20 ; 65N30 ; two-level ; multilevel methods ; optimal preconditioners ; survey
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Abstract We survey multilevel iterative methods applied for solving large sparse systems with matrices, which depend on a level parameter, such as arise by the discretization of boundary value problems for partial differential equations when successive refinements of an initial discretization mesh is used to construct a sequence of nested difference or finite element meshes. We discuss various two-level (two-grid) preconditioning techniques, including some for nonsymmetric problems. The generalization of these techniques to the multilevel case is a nontrivial task. We emphasize several ways this can be done including classical multigrid methods and a recently proposed algebraic multilevel preconditioning method. Conditions for which the methods have an optimal order of computational complexity are presented.
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    BIT 29 (1989), S. 805-823 
    ISSN: 1572-9125
    Keywords: 65F10 ; 65N20 ; 3D Navier equations ; high order hierarchical finite elements ; block SSOR preconditioned conjugate gradient method ; stripwise block two-color orderings
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Abstract For solving 3D high order hierarchical FE systems the block SSOR preconditioned CG algorithms based on new stripwise block two-color orderings of degrees of freedom and providing for efficient concurrent/vector implementation are suggested. As demonstrated by numerical results for the 3D Navier equations approximated using hierarchical orderp, 2 ≤p ≤ 5, FE's the convergence rate of such BSSOR-CG algorithms is only slightly dependent onp and mesh nonunformity.
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    BIT 29 (1989), S. 850-866 
    ISSN: 1572-9125
    Keywords: 65F10 ; 65N20
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Abstract The simulation of large-scale fluid flow applications often requires the efficient solution of extremely large nonsymmetric linear and nonlinear sparse systems of equations arising from the discretization of systems of partial differential equations. While preconditioned conjugate gradient methods work well for symmetric, positive-definite matrices, other methods are necessary to treat large, nonsymmetric matrices. The applications may also involve highly localized phenomena which can be addressed via local and adaptive grid refinement techniques. These local refinement methods usually cause non-standard grid connections which destroy the bandedness of the matrices and the associated ease of solution and vectorization of the algorithms. The use of preconditioned conjugate gradient or conjugate-gradient-like iterative methods in large-scale reservoir simulation applications is briefly surveyed. Then, some block preconditioning methods for adaptive grid refinement via domain decomposition techniques are presented and compared. These techniques are being used efficiently in existing large-scale simulation codes.
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    BIT 29 (1989), S. 658-681 
    ISSN: 1572-9125
    Keywords: 65F10
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Abstract The behaviour of PCG methods for solving a finite difference or finite element positive definite linear systemAx=b with a (pre)conditioning matrixB=U TP−1 U (whereU is upper triangular andP=diag(U)) obtained from a modified incomplete factorization, isunpredictable in the present status of knowledge whenever the upper triangular factor is not strictly diagonally dominant and 2P −D, whereD=diag(A), is not symmetric positive definite. The origin of this rather surprising shortcoming of the theory is that all upper bounds on the associated spectral condition number κ(B −1 A) obtained so far require either the strict diagonal dominance of the upper triangular factor or the strict positive definiteness of 2P −D. It is our purpose here to improve the theory in this respect by showing that, when the triangular factors are “S/P consistently ordered”M-matrices, nonstrict diagonal dominance is generally a sufficient requirement, without additional condition on 2P −D. As a consequence, the new analysis does not require diagonal perturbations (otherwise needed to keep control of the diagonal dominance ofU or of the positive definiteness of 2P −D). Further, the bounds obtained here on κ(B −1 A) are independent of the lower spectral bound ofD −1 A meaning that quasi-singular problems can be solved at the same speed as regular ones, an unexpected result.
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    Numerische Mathematik 55 (1989), S. 123-136 
    ISSN: 0945-3245
    Keywords: AMS(MOS) 65N20 ; 65F10 ; CR: G.1.3 ; G.1.8
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Summary We consider the Neumann-Dirichlet domain decomposition method for the solution of linear elliptic boundary value problems. We study the following question. Suppose that the auxiliary problems on the subdomains are not solved exactly, but only with a fixed, mesh size independent accuracy. Does the speed of convergence remain mesh size independently bounded? We show that the answer is no in general, but that mesh size independent convergence can be obtained if the accuracy requirement on the subsolvers becomes increasingly severe as the mesh size tends to zero.
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  • 93
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    Numerische Mathematik 56 (1989), S. 255-267 
    ISSN: 0945-3245
    Keywords: AMS(MOS): 65G10 ; 65F10 ; 65W05 ; CR: G.1.0 ; G.1.3
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Summary We introduce interval multisplittings to enclose the setS={A−1b|A∈[A], b∈[b]}, where [A] denotes an interval matrix and [b] an interval vector. The resulting iterative multisplitting methods have a natural parallelism. We investigate these methods with respect to convergence, speed of convergence and quality of the resulting enclosure forS.
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    BIT 28 (1988), S. 163-178 
    ISSN: 1572-9125
    Keywords: 65F10 ; 15A06 ; 65N20 ; 33A65 ; Richardson's method ; iterative solution ; Chebyshev method ; Manteuffel algorithm ; optimum parameters ; least squares ; nonsymmetric matrices ; nonhermitian matrices ; orthogonal polynomials ; eigenvalues
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Abstract A method is presented to solveAx=b by computing optimum iteration parameters for Richardson's method. It requires some information on the location of the eigenvalues ofA. The algorithm yields parameters well-suited for matrices for which Chebyshev parameters are not appropriate. It therefore supplements the Manteuffel algorithm, developed for the Chebyshev case. Numerical examples are described.
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    BIT 28 (1988), S. 308-322 
    ISSN: 1572-9125
    Keywords: 65F10 ; 65F50
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Abstract The conjugate gradient method for the iterative solution of a set of linear equationsAx=b is essentially equivalent to the Lanczos method, which implies that approximations to certain eigen-values ofA can be obtained at low cost. In this paper it is shown how the smallest “active” eigenvalue ofA can be cheaply approximated, and the usefulness of this approximation for a practical termination criterion for the conjugate gradient method is studied. It is proved that this termination criterion is reliable in many relevant situations.
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  • 96
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    BIT 27 (1987), S. 216-234 
    ISSN: 1572-9125
    Keywords: 65M10 ; 65M15 ; 65M50 ; 65F10
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Abstract We study the method which is obtained when a multi-grid method (in space) is first applied directly to a parabolic intitial-boundary value problem, and discretization in time is done only afterwards. This approach is expected to be well-suited to parallel computation. Further, time marching can be done using different time step-sizes in different parts of the spatial domain.
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  • 97
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    BIT 27 (1987), S. 554-584 
    ISSN: 1572-9125
    Keywords: AMS ; 65L05 ; 65F10 ; dynamic iteration ; waveform relaxation ; multistep methods ; parallel computing ; modularity
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Abstract This paper continues the authors' study of the convergence of dynamic iteration methods for large systems of linear initial value problems. We ask for convergence on [0, ∞) and show how the convergence can be reduced to a graphical test relating the splitting of the matrix to the stability properties of the discretization method.
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    Numerische Mathematik 51 (1987), S. 143-180 
    ISSN: 0945-3245
    Keywords: AMS(MOS): 65N20 ; 65F10 ; 60K25 ; CR: G1.3
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Summary Markovian queueing networks having overflow capacity are discussed. The Kolmogorov balance equations result in a linear homogeneous system, where the right null-vector is the steady-state probability distribution for the network. Preconditioned conjugate gradient methods are employed to find the null-vector. The preconditioner is a singular matrix which can be handled by separation of variables. The resulting preconditioned system is nonsingular. Numerical results show that the number of iterations required for convergence is roughly constant independent of the queue sizes. Analytic results are given to explain this fast convergence.
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    BIT 26 (1986), S. 369-376 
    ISSN: 1572-9125
    Keywords: 65F10 ; 65F15 ; 65F40 ; CR: G.1.3
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: 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.
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    BIT 26 (1986), S. 493-504 
    ISSN: 1572-9125
    Keywords: 65F10 ; 65N20 ; 15A09 ; Conjugate gradient method ; elliptic partial differential equations ; incomplete factorization ; iterative methods ; preconditioning ; sparse matrices
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: 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.
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