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Iterative Methods for Linear and Nonlinear Equations

Iterative Methods for Linear and Nonlinear Equations PDF Author: C. T. Kelley
Publisher: SIAM
ISBN: 9781611970944
Category : Mathematics
Languages : en
Pages : 179

Book Description
Linear and nonlinear systems of equations are the basis for many, if not most, of the models of phenomena in science and engineering, and their efficient numerical solution is critical to progress in these areas. This is the first book to be published on nonlinear equations since the mid-1980s. Although it stresses recent developments in this area, such as Newton-Krylov methods, considerable material on linear equations has been incorporated. This book focuses on a small number of methods and treats them in depth. The author provides a complete analysis of the conjugate gradient and generalized minimum residual iterations as well as recent advances including Newton-Krylov methods, incorporation of inexactness and noise into the analysis, new proofs and implementations of Broyden's method, and globalization of inexact Newton methods. Examples, methods, and algorithmic choices are based on applications to infinite dimensional problems such as partial differential equations and integral equations. The analysis and proof techniques are constructed with the infinite dimensional setting in mind and the computational examples and exercises are based on the MATLAB environment.

Iterative Methods for Linear and Nonlinear Equations

Iterative Methods for Linear and Nonlinear Equations PDF Author: C. T. Kelley
Publisher: SIAM
ISBN: 9781611970944
Category : Mathematics
Languages : en
Pages : 179

Book Description
Linear and nonlinear systems of equations are the basis for many, if not most, of the models of phenomena in science and engineering, and their efficient numerical solution is critical to progress in these areas. This is the first book to be published on nonlinear equations since the mid-1980s. Although it stresses recent developments in this area, such as Newton-Krylov methods, considerable material on linear equations has been incorporated. This book focuses on a small number of methods and treats them in depth. The author provides a complete analysis of the conjugate gradient and generalized minimum residual iterations as well as recent advances including Newton-Krylov methods, incorporation of inexactness and noise into the analysis, new proofs and implementations of Broyden's method, and globalization of inexact Newton methods. Examples, methods, and algorithmic choices are based on applications to infinite dimensional problems such as partial differential equations and integral equations. The analysis and proof techniques are constructed with the infinite dimensional setting in mind and the computational examples and exercises are based on the MATLAB environment.

Recent Advances in Iterative Methods

Recent Advances in Iterative Methods PDF Author: Gene Golub
Publisher: Springer Science & Business Media
ISBN: 1461393531
Category : Mathematics
Languages : en
Pages : 234

Book Description
This IMA Volume in Mathematics and its Applications RECENT ADVANCES IN ITERATIVE METHODS is based on the proceedings of a workshop that was an integral part of the 1991-92 IMA program on "Applied Linear Algebra. " Large systems of matrix equations arise frequently in applications and they have the prop erty that they are sparse and/or structured. The purpose of this workshop was to bring together researchers in numerical analysis and various ap plication areas to discuss where such problems arise and possible meth ods of solution. The last two days of the meeting were a celebration dedicated to Gene Golub on the occasion of his sixtieth birthday, with the program arranged by Jack Dongarra and Paul van Dooren. We are grateful to Richard Brualdi, George Cybenko, Alan George, Gene Golub, Mitchell Luskin, and Paul Van Dooren for planning and implementing the year-long program. We especially thank Gene Golub, Anne Greenbaum, and Mitchell Luskin for organizing this workshop and editing the proceed ings. The financial support of the National Science Foundation and the Min nesota Supercomputer Institute made the workshop possible. A vner Friedman Willard Miller, Jr. xi PREFACE The solution of very large linear algebra problems is an integral part of many scientific computations.

Iterative Methods for Sparse Linear Systems

Iterative Methods for Sparse Linear Systems PDF Author: Yousef Saad
Publisher: SIAM
ISBN: 0898715342
Category : Mathematics
Languages : en
Pages : 537

Book Description
Mathematics of Computing -- General.

Iterative Methods and Preconditioners for Systems of Linear Equations

Iterative Methods and Preconditioners for Systems of Linear Equations PDF Author: Gabriele Ciaramella
Publisher: SIAM
ISBN: 1611976901
Category : Mathematics
Languages : en
Pages : 285

Book Description
Iterative methods use successive approximations to obtain more accurate solutions. This book gives an introduction to iterative methods and preconditioning for solving discretized elliptic partial differential equations and optimal control problems governed by the Laplace equation, for which the use of matrix-free procedures is crucial. All methods are explained and analyzed starting from the historical ideas of the inventors, which are often quoted from their seminal works. Iterative Methods and Preconditioners for Systems of Linear Equations grew out of a set of lecture notes that were improved and enriched over time, resulting in a clear focus for the teaching methodology, which derives complete convergence estimates for all methods, illustrates and provides MATLAB codes for all methods, and studies and tests all preconditioners first as stationary iterative solvers. This textbook is appropriate for undergraduate and graduate students who want an overview or deeper understanding of iterative methods. Its focus on both analysis and numerical experiments allows the material to be taught with very little preparation, since all the arguments are self-contained, and makes it appropriate for self-study as well. It can be used in courses on iterative methods, Krylov methods and preconditioners, and numerical optimal control. Scientists and engineers interested in new topics and applications will also find the text useful.

Applied Iterative Methods

Applied Iterative Methods PDF Author: Louis A. Hageman
Publisher: Elsevier
ISBN: 1483294374
Category : Mathematics
Languages : en
Pages : 409

Book Description
Applied Iterative Methods

Iterative Methods for Linear Systems

Iterative Methods for Linear Systems PDF Author: Maxim A. Olshanskii
Publisher: SIAM
ISBN: 1611973465
Category : Mathematics
Languages : en
Pages : 257

Book Description
Iterative Methods for Linear Systems?offers a mathematically rigorous introduction to fundamental iterative methods for systems of linear algebraic equations. The book distinguishes itself from other texts on the topic by providing a straightforward yet comprehensive analysis of the Krylov subspace methods, approaching the development and analysis of algorithms from various algorithmic and mathematical perspectives, and going beyond the standard description of iterative methods by connecting them in a natural way to the idea of preconditioning.??

Templates for the Solution of Linear Systems

Templates for the Solution of Linear Systems PDF Author: Richard Barrett
Publisher: SIAM
ISBN: 9781611971538
Category : Mathematics
Languages : en
Pages : 141

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

Recent Advances In Numerical Methods And Applications Ii - Proceedings Of The Fourth International Conference

Recent Advances In Numerical Methods And Applications Ii - Proceedings Of The Fourth International Conference PDF Author: Panayot S Vassilevski
Publisher: World Scientific
ISBN: 9814531855
Category :
Languages : en
Pages : 925

Book Description
This volume contains the proceedings of the 4th International Conference on Numerical Methods and Applications. The major topics covered include: general finite difference, finite volume, finite element and boundary element methods, general numerical linear algebra and parallel computations, numerical methods for nonlinear problems and multiscale methods, multigrid and domain decomposition methods, CFD computations, mathematical modeling in structural mechanics, and environmental and engineering applications. The volume reflects the current research trends in the specified areas of numerical methods and their applications.

A Contemporary Study of Iterative Methods

A Contemporary Study of Iterative Methods PDF Author: A. Alberto Magrenan
Publisher: Academic Press
ISBN: 0128094931
Category : Mathematics
Languages : en
Pages : 402

Book Description
A Contemporary Study of Iterative Methods: Convergence, Dynamics and Applications evaluates and compares advances in iterative techniques, also discussing their numerous applications in applied mathematics, engineering, mathematical economics, mathematical biology and other applied sciences. It uses the popular iteration technique in generating the approximate solutions of complex nonlinear equations that is suitable for aiding in the solution of advanced problems in engineering, mathematical economics, mathematical biology and other applied sciences. Iteration methods are also applied for solving optimization problems. In such cases, the iteration sequences converge to an optimal solution of the problem at hand. Contains recent results on the convergence analysis of numerical algorithms in both finite-dimensional and infinite-dimensional spaces Encompasses the novel tool of dynamic analysis for iterative methods, including new developments in Smale stability theory and polynomiography Explores the uses of computation of iterative methods across non-linear analysis Uniquely places discussion of derivative-free methods in context of other discoveries, aiding comparison and contrast between options

The Krasnosel'skiĭ-Mann Iterative Method

The Krasnosel'skiĭ-Mann Iterative Method PDF Author: Qiao-Li Dong
Publisher: Springer Nature
ISBN: 3030916545
Category : Mathematics
Languages : en
Pages : 128

Book Description
This brief explores the Krasnosel'skiĭ-Man (KM) iterative method, which has been extensively employed to find fixed points of nonlinear methods.