Matrices, Moments and Quadrature II, Or, How to Compute the Norm of the Error in Iterative Methods - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Matrices, Moments and Quadrature II, Or, How to Compute the Norm of the Error in Iterative Methods write by Stanford University. Computer Science Department. Scientific Computing and Computational Mathematics Program. This book was released on 1996. Matrices, Moments and Quadrature II, Or, How to Compute the Norm of the Error in Iterative Methods available in PDF, EPUB and Kindle.
Matrices, Moments and Quadrature with Applications
Matrices, Moments and Quadrature with Applications - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Matrices, Moments and Quadrature with Applications write by Gene H. Golub. This book was released on 2009-12-07. Matrices, Moments and Quadrature with Applications available in PDF, EPUB and Kindle. 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.
Error Norm Estimation in the Conjugate Gradient Algorithm
Error Norm Estimation in the Conjugate Gradient Algorithm - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Error Norm Estimation in the Conjugate Gradient Algorithm write by Gérard Meurant . This book was released on 2024-01-30. Error Norm Estimation in the Conjugate Gradient Algorithm available in PDF, EPUB and Kindle. 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.
Milestones in Matrix Computation
Milestones in Matrix Computation - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Milestones in Matrix Computation write by Gene Howard Golub. This book was released on 2007-02-22. Milestones in Matrix Computation available in PDF, EPUB and Kindle. The text presents and discusses some of the most influential papers in Matrix Computation authored by Gene H. Golub, one of the founding fathers of the field. Including commentaries by leading experts and a brief biography, this text will be of great interest to students and researchers in numerical analysis and scientific computation.
Milestones in Matrix Computation : The selected works of Gene H. Golub with commentaries
Milestones in Matrix Computation : The selected works of Gene H. Golub with commentaries - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Milestones in Matrix Computation : The selected works of Gene H. Golub with commentaries write by Raymond Chan. This book was released on 2007-02-22. Milestones in Matrix Computation : The selected works of Gene H. Golub with commentaries available in PDF, EPUB and Kindle. The text presents and discusses some of the most influential papers in Matrix Computation authored by Gene H. Golub, one of the founding fathers of the field. The collection of 21 papers is divided into five main areas: iterative methods for linear systems, solution of least squares problems, matrix factorizations and applications, orthogonal polynomials and quadrature, and eigenvalue problems. Commentaries for each area are provided by leading experts: Anne Greenbaum, Ake Bjorck, Nicholas Higham, Walter Gautschi, and G. W. (Pete) Stewart. Comments on each paper are also included by the original authors, providing the reader with historical information on how the paper came to be written and under what circumstances the collaboration was undertaken. Including a brief biography and facsimiles of the original papers, this text will be of great interest to students and researchers in numerical analysis and scientific computation.
