Error Norm Estimation in the Conjugate Gradient Algorithm

Error Norm Estimation in the Conjugate Gradient Algorithm

Author: Gérard A. Meurant

Publisher:

Published: 2024

Total Pages: 0

ISBN-13: 9781611977851

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"Describes techniques based on Gauss quadrature rules to cheaply compute bounds on norms of the error and analyzes them"--


Book Synopsis Error Norm Estimation in the Conjugate Gradient Algorithm by : Gérard A. Meurant

Download or read book Error Norm Estimation in the Conjugate Gradient Algorithm written by Gérard A. Meurant and published by . This book was released on 2024 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt: "Describes techniques based on Gauss quadrature rules to cheaply compute bounds on norms of the error and analyzes them"--


Error Norm Estimation in the Conjugate Gradient Algorithm

Error Norm Estimation in the Conjugate Gradient Algorithm

Author: Gérard Meurant

Publisher: SIAM

Published: 2024-01-30

Total Pages: 138

ISBN-13: 161197786X

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The conjugate gradient (CG) algorithm is almost always the iterative method of choice for solving linear systems with symmetric positive definite matrices. This book describes and analyzes techniques based on Gauss quadrature rules to cheaply compute bounds on norms of the error. The techniques can be used to derive reliable stopping criteria. How to compute estimates of the smallest and largest eigenvalues during CG iterations is also shown. The algorithms are illustrated by many numerical experiments, and they can be easily incorporated into existing CG codes. The book is intended for those in academia and industry who use the conjugate gradient algorithm, including the many branches of science and engineering in which symmetric linear systems have to be solved.


Book Synopsis Error Norm Estimation in the Conjugate Gradient Algorithm by : Gérard Meurant

Download or read book Error Norm Estimation in the Conjugate Gradient Algorithm written by Gérard Meurant and published by SIAM. This book was released on 2024-01-30 with total page 138 pages. Available in PDF, EPUB and Kindle. Book excerpt: The conjugate gradient (CG) algorithm is almost always the iterative method of choice for solving linear systems with symmetric positive definite matrices. This book describes and analyzes techniques based on Gauss quadrature rules to cheaply compute bounds on norms of the error. The techniques can be used to derive reliable stopping criteria. How to compute estimates of the smallest and largest eigenvalues during CG iterations is also shown. The algorithms are illustrated by many numerical experiments, and they can be easily incorporated into existing CG codes. The book is intended for those in academia and industry who use the conjugate gradient algorithm, including the many branches of science and engineering in which symmetric linear systems have to be solved.


The Lanczos and Conjugate Gradient Algorithms

The Lanczos and Conjugate Gradient Algorithms

Author: Gerard Meurant

Publisher: SIAM

Published: 2006-01-01

Total Pages: 380

ISBN-13: 9780898718140

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The Lanczos and conjugate gradient (CG) algorithms are fascinating numerical algorithms. This book presents the most comprehensive discussion to date of the use of these methods for computing eigenvalues and solving linear systems in both exact and floating point arithmetic. The author synthesizes the research done over the past 30 years, describing and explaining the "average" behavior of these methods and providing new insight into their properties in finite precision. Many examples are given that show significant results obtained by researchers in the field. The author emphasizes how both algorithms can be used efficiently in finite precision arithmetic, regardless of the growth of rounding errors that occurs. He details the mathematical properties of both algorithms and demonstrates how the CG algorithm is derived from the Lanczos algorithm. Loss of orthogonality involved with using the Lanczos algorithm, ways to improve the maximum attainable accuracy of CG computations, and what modifications need to be made when the CG method is used with a preconditioner are addressed.


Book Synopsis The Lanczos and Conjugate Gradient Algorithms by : Gerard Meurant

Download or read book The Lanczos and Conjugate Gradient Algorithms written by Gerard Meurant and published by SIAM. This book was released on 2006-01-01 with total page 380 pages. Available in PDF, EPUB and Kindle. Book excerpt: The Lanczos and conjugate gradient (CG) algorithms are fascinating numerical algorithms. This book presents the most comprehensive discussion to date of the use of these methods for computing eigenvalues and solving linear systems in both exact and floating point arithmetic. The author synthesizes the research done over the past 30 years, describing and explaining the "average" behavior of these methods and providing new insight into their properties in finite precision. Many examples are given that show significant results obtained by researchers in the field. The author emphasizes how both algorithms can be used efficiently in finite precision arithmetic, regardless of the growth of rounding errors that occurs. He details the mathematical properties of both algorithms and demonstrates how the CG algorithm is derived from the Lanczos algorithm. Loss of orthogonality involved with using the Lanczos algorithm, ways to improve the maximum attainable accuracy of CG computations, and what modifications need to be made when the CG method is used with a preconditioner are addressed.


Advanced Numerical Methods for Complex Environmental Models: Needs and Availability

Advanced Numerical Methods for Complex Environmental Models: Needs and Availability

Author: István Faragó

Publisher: Bentham Science Publishers

Published: 2013-12-10

Total Pages: 437

ISBN-13: 160805778X

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High air pollution levels pose a significant threat to plants, animals and human beings. Efforts by researchers are directed towards keeping air pollution levels below well defined ‘critical‘ levels in order to maintain a sustainable atmosphere and environmental system. The application of advanced mathematical models is important for researchers to achieve this goal as efficiently as possible. Mathematical models can be used to predict answers to many important questions about the environment. This application comes with several complex theoretical and practical obstacles which need to be resolved. A successfully applicable mathematical model needs to enable researchers to • Mathematically describe all important physical and chemical processes. • Apply fast and sufficiently accurate numerical methods. • Ensure that the model runs efficiently on modern high speed computers. • Use high quality input data, both meteorological data and emission inventories, in the runs. • Verify the model results by comparing them with reliable measurements taken in different parts of the spatial domain of the model. • Carry out long series of sensitivity experiments to check the response of the model to changes of different key parameters. • Visualize and animate the output results in order to make them easily understandable even to non-specialists. This monograph thoroughly describes mathematical methods useful for various situations in environmental modeling - including finite difference methods, splitting methods, parallel computation, etc. - and provides a framework for resolving problems posed in relation to the points listed above. Chapters are written by well-known specialists making this book a handy reference for researchers, university teachers and students working and studying in the areas of air pollution, meteorology, applied mathematics and computer science.


Book Synopsis Advanced Numerical Methods for Complex Environmental Models: Needs and Availability by : István Faragó

Download or read book Advanced Numerical Methods for Complex Environmental Models: Needs and Availability written by István Faragó and published by Bentham Science Publishers. This book was released on 2013-12-10 with total page 437 pages. Available in PDF, EPUB and Kindle. Book excerpt: High air pollution levels pose a significant threat to plants, animals and human beings. Efforts by researchers are directed towards keeping air pollution levels below well defined ‘critical‘ levels in order to maintain a sustainable atmosphere and environmental system. The application of advanced mathematical models is important for researchers to achieve this goal as efficiently as possible. Mathematical models can be used to predict answers to many important questions about the environment. This application comes with several complex theoretical and practical obstacles which need to be resolved. A successfully applicable mathematical model needs to enable researchers to • Mathematically describe all important physical and chemical processes. • Apply fast and sufficiently accurate numerical methods. • Ensure that the model runs efficiently on modern high speed computers. • Use high quality input data, both meteorological data and emission inventories, in the runs. • Verify the model results by comparing them with reliable measurements taken in different parts of the spatial domain of the model. • Carry out long series of sensitivity experiments to check the response of the model to changes of different key parameters. • Visualize and animate the output results in order to make them easily understandable even to non-specialists. This monograph thoroughly describes mathematical methods useful for various situations in environmental modeling - including finite difference methods, splitting methods, parallel computation, etc. - and provides a framework for resolving problems posed in relation to the points listed above. Chapters are written by well-known specialists making this book a handy reference for researchers, university teachers and students working and studying in the areas of air pollution, meteorology, applied mathematics and computer science.


Conjugate Gradient Algorithms and Finite Element Methods

Conjugate Gradient Algorithms and Finite Element Methods

Author: Michal Krizek

Publisher: Springer Science & Business Media

Published: 2012-12-06

Total Pages: 405

ISBN-13: 3642185606

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The position taken in this collection of pedagogically written essays is that conjugate gradient algorithms and finite element methods complement each other extremely well. Via their combinations practitioners have been able to solve complicated, direct and inverse, multidemensional problems modeled by ordinary or partial differential equations and inequalities, not necessarily linear, optimal control and optimal design being part of these problems. The aim of this book is to present both methods in the context of complicated problems modeled by linear and nonlinear partial differential equations, to provide an in-depth discussion on their implementation aspects. The authors show that conjugate gradient methods and finite element methods apply to the solution of real-life problems. They address graduate students as well as experts in scientific computing.


Book Synopsis Conjugate Gradient Algorithms and Finite Element Methods by : Michal Krizek

Download or read book Conjugate Gradient Algorithms and Finite Element Methods written by Michal Krizek and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 405 pages. Available in PDF, EPUB and Kindle. Book excerpt: The position taken in this collection of pedagogically written essays is that conjugate gradient algorithms and finite element methods complement each other extremely well. Via their combinations practitioners have been able to solve complicated, direct and inverse, multidemensional problems modeled by ordinary or partial differential equations and inequalities, not necessarily linear, optimal control and optimal design being part of these problems. The aim of this book is to present both methods in the context of complicated problems modeled by linear and nonlinear partial differential equations, to provide an in-depth discussion on their implementation aspects. The authors show that conjugate gradient methods and finite element methods apply to the solution of real-life problems. They address graduate students as well as experts in scientific computing.


Advances in Multiuser Detection

Advances in Multiuser Detection

Author: Michael L. Honig

Publisher: John Wiley & Sons

Published: 2009-08-19

Total Pages: 512

ISBN-13: 9780470473801

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A Timely Exploration of Multiuser Detection in Wireless Networks During the past decade, the design and development of current and emerging wireless systems have motivated many important advances in multiuser detection. This book fills an important need by providing a comprehensive overview of crucial recent developments that have occurred in this active research area. Each chapter is contributed by noted experts and is meant to serve as a self-contained treatment of the topic. Coverage includes: Linear and decision feedback methods Iterative multiuser detection and decoding Multiuser detection in the presence of channel impairments Performance analysis with random signatures and channels Joint detection methods for MIMO channels Interference avoidance methods at the transmitter Transmitter precoding methods for the MIMO downlink This book is an ideal entry point for exploring ongoing research in multiuser detection and for learning about the field's existing unsolved problems and issues. It is a valuable resource for researchers, engineers, and graduate students who are involved in the area of digital communications.


Book Synopsis Advances in Multiuser Detection by : Michael L. Honig

Download or read book Advances in Multiuser Detection written by Michael L. Honig and published by John Wiley & Sons. This book was released on 2009-08-19 with total page 512 pages. Available in PDF, EPUB and Kindle. Book excerpt: A Timely Exploration of Multiuser Detection in Wireless Networks During the past decade, the design and development of current and emerging wireless systems have motivated many important advances in multiuser detection. This book fills an important need by providing a comprehensive overview of crucial recent developments that have occurred in this active research area. Each chapter is contributed by noted experts and is meant to serve as a self-contained treatment of the topic. Coverage includes: Linear and decision feedback methods Iterative multiuser detection and decoding Multiuser detection in the presence of channel impairments Performance analysis with random signatures and channels Joint detection methods for MIMO channels Interference avoidance methods at the transmitter Transmitter precoding methods for the MIMO downlink This book is an ideal entry point for exploring ongoing research in multiuser detection and for learning about the field's existing unsolved problems and issues. It is a valuable resource for researchers, engineers, and graduate students who are involved in the area of digital communications.


Matrices, Moments and Quadrature with Applications

Matrices, Moments and Quadrature with Applications

Author: Gene H. Golub

Publisher: Princeton University Press

Published: 2009-12-07

Total Pages: 376

ISBN-13: 1400833884

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This computationally oriented book describes and explains the mathematical relationships among matrices, moments, orthogonal polynomials, quadrature rules, and the Lanczos and conjugate gradient algorithms. The book bridges different mathematical areas to obtain algorithms to estimate bilinear forms involving two vectors and a function of the matrix. The first part of the book provides the necessary mathematical background and explains the theory. The second part describes the applications and gives numerical examples of the algorithms and techniques developed in the first part. Applications addressed in the book include computing elements of functions of matrices; obtaining estimates of the error norm in iterative methods for solving linear systems and computing parameters in least squares and total least squares; and solving ill-posed problems using Tikhonov regularization. This book will interest researchers in numerical linear algebra and matrix computations, as well as scientists and engineers working on problems involving computation of bilinear forms.


Book Synopsis Matrices, Moments and Quadrature with Applications by : Gene H. Golub

Download or read book Matrices, Moments and Quadrature with Applications written by Gene H. Golub and published by Princeton University Press. This book was released on 2009-12-07 with total page 376 pages. Available in PDF, EPUB and Kindle. Book excerpt: This computationally oriented book describes and explains the mathematical relationships among matrices, moments, orthogonal polynomials, quadrature rules, and the Lanczos and conjugate gradient algorithms. The book bridges different mathematical areas to obtain algorithms to estimate bilinear forms involving two vectors and a function of the matrix. The first part of the book provides the necessary mathematical background and explains the theory. The second part describes the applications and gives numerical examples of the algorithms and techniques developed in the first part. Applications addressed in the book include computing elements of functions of matrices; obtaining estimates of the error norm in iterative methods for solving linear systems and computing parameters in least squares and total least squares; and solving ill-posed problems using Tikhonov regularization. This book will interest researchers in numerical linear algebra and matrix computations, as well as scientists and engineers working on problems involving computation of bilinear forms.


Iterative Solution Methods

Iterative Solution Methods

Author: Owe Axelsson

Publisher: Cambridge University Press

Published: 1996-03-29

Total Pages: 676

ISBN-13: 9780521555692

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This book deals primarily with the numerical solution of linear systems of equations by iterative methods. The first part of the book is intended to serve as a textbook for a numerical linear algebra course. The material assumes the reader has a basic knowledge of linear algebra, such as set theory and matrix algebra, however it is demanding for students who are not afraid of theory. To assist the reader, the more difficult passages have been marked, the definitions for each chapter are collected at the beginning of the chapter, and numerous exercises are included throughout the text. The second part of the book serves as a monograph introducing recent results in the iterative solution of linear systems, mainly using preconditioned conjugate gradient methods. This book should be a valuable resource for students and researchers alike wishing to learn more about iterative methods.


Book Synopsis Iterative Solution Methods by : Owe Axelsson

Download or read book Iterative Solution Methods written by Owe Axelsson and published by Cambridge University Press. This book was released on 1996-03-29 with total page 676 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book deals primarily with the numerical solution of linear systems of equations by iterative methods. The first part of the book is intended to serve as a textbook for a numerical linear algebra course. The material assumes the reader has a basic knowledge of linear algebra, such as set theory and matrix algebra, however it is demanding for students who are not afraid of theory. To assist the reader, the more difficult passages have been marked, the definitions for each chapter are collected at the beginning of the chapter, and numerous exercises are included throughout the text. The second part of the book serves as a monograph introducing recent results in the iterative solution of linear systems, mainly using preconditioned conjugate gradient methods. This book should be a valuable resource for students and researchers alike wishing to learn more about iterative methods.


KWIC Index for Numerical Algebra

KWIC Index for Numerical Algebra

Author: Alston Scott Householder

Publisher:

Published: 1972

Total Pages: 552

ISBN-13:

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Book Synopsis KWIC Index for Numerical Algebra by : Alston Scott Householder

Download or read book KWIC Index for Numerical Algebra written by Alston Scott Householder and published by . This book was released on 1972 with total page 552 pages. Available in PDF, EPUB and Kindle. Book excerpt:


Large-Scale Scientific Computing

Large-Scale Scientific Computing

Author: Svetozar D. Margenov

Publisher: Springer

Published: 2003-06-30

Total Pages: 500

ISBN-13: 3540453466

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This book constitutes the thoroughly refereed post-proceedings of the Third International Conference on Large-Scale Scientific Computing, LSSC 2001, held in Sozopol, Bulgaria, in June 2001. The 7 invited full papers and 45 selected revised papers were carefully reviewed for inclusion in the book. The papers are organized in topical sections on robust preconditioning algorithms, Monte-Carlo methods, advanced programming environments for scientific computing, large-scale computations in air pollution modeling, large-scale computations in mechanical engineering, and numerical methods for incompressible flow.


Book Synopsis Large-Scale Scientific Computing by : Svetozar D. Margenov

Download or read book Large-Scale Scientific Computing written by Svetozar D. Margenov and published by Springer. This book was released on 2003-06-30 with total page 500 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book constitutes the thoroughly refereed post-proceedings of the Third International Conference on Large-Scale Scientific Computing, LSSC 2001, held in Sozopol, Bulgaria, in June 2001. The 7 invited full papers and 45 selected revised papers were carefully reviewed for inclusion in the book. The papers are organized in topical sections on robust preconditioning algorithms, Monte-Carlo methods, advanced programming environments for scientific computing, large-scale computations in air pollution modeling, large-scale computations in mechanical engineering, and numerical methods for incompressible flow.