Preface 1. Background in linear algebra 2. Discretization of partial differential equations 3. Sparse matrices 4. Basic iterative methods 5. Projection methods 6. Krylov subspace methods Part I 7. Krylov subspace methods Part II 8. Methods related to the normal equations 9. Preconditioned iterations 10. Preconditioning techniques 11. Parallel implementations 12. Parallel preconditioners 13. Multigrid methods 14. Domain decomposition methods Bibliography Index.

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Iterative Methods for Sparse Linear Systems

In semidefinite programming, one minimizes a linear function subject to the constraint that an affine combination of symmetric matrices is positive semidefinite. Such a constraint is nonlinear and nonsmooth, but convex, so semidefinite programs are convex optimization problems. Semidefinite programming unifies several standard problems (e.g., linear and quadratic programming) and finds many applications in engineering and combinatorial optimization. Although semidefinite programs are much more general than linear programs, they are not much harder to solve. Most interior-point methods for linear programming have been generalized to semidefinite programs. As in linear programming, these methods have polynomial worst-case complexity and perform very well in practice. This paper gives a survey of the theory and applications of semidefinite programs and an introduction to primaldual interior-point methods for their solution.

Semidefinite programming

We describe the University of Florida Sparse Matrix Collection, a large and actively growing set of sparse matrices that arise in real applications The Collection is widely used by the numerical linear algebra community for the development and performance evaluation of sparse matrix algorithms It allows for robust and repeatable experiments: robust because performance results with artificially generated matrices can be misleading, and repeatable because matrices are curated and made publicly available in many formats Its matrices cover a wide spectrum of domains, include those arising from problems with underlying 2D or 3D geometry (as structural engineering, computational fluid dynamics, model reduction, electromagnetics, semiconductor devices, thermodynamics, materials, acoustics, computer graphics/vision, robotics/kinematics, and other discretizations) and those that typically do not have such geometry (optimization, circuit simulation, economic and financial modeling, theoretical and quantum chemistry, chemical process simulation, mathematics and statistics, power networks, and other networks and graphs) We provide software for accessing and managing the Collection, from MATLAB™, Mathematica™, Fortran, and C, as well as an online search capability Graph visualization of the matrices is provided, and a new multilevel coarsening scheme is proposed to facilitate this task

The university of Florida sparse matrix collection

The discrete-dipole approximation (DDA) for scattering calculations, including the relationship between the DDA and other methods, is reviewed. Computational considerations, i.e., the use of complex-conjugate gradient algorithms and fast-Fourier-transform methods, are discussed. We test the accuracy of the DDA by using the DDA to compute scattering and absorption by isolated, homogeneous spheres as well as by targets consisting of two contiguous spheres. It is shown that, for dielectric materials (|m| ≲ 2), the DDA permits calculations of scattering and absorption that are accurate to within a few percent.

Discrete-Dipole Approximation For Scattering Calculations

The partition of unity finite element method: Basic theory and applications

In this paper, we introduce PVL, an algorithm for computing the Pade approximation of Laplace-domain transfer functions of large linear networks via a Lanczos process. The PVL algorithm has significantly superior numerical stability, while retaining the same efficiency as algorithms that compute the Pade approximation directly through moment matching, such as AWE and its derivatives. As a consequence, it produces more accurate and higher-order approximations, and it renders unnecessary many of the heuristics that AWE and its derivatives had to employ. The algorithm also computes an error bound that permits to identify the true poles and zeros of the original network. We present results of numerical experiments with the PVL algorithm for several large examples. >

Efficient linear circuit analysis by Pade approximation via the Lanczos process

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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QMR: a quasi-minimal residual method for non-Hermitian linear systems

The biconjugate gradient method (BCG) for solving general non-Hermitian linear systems $Ax = b$ and its transpose-free variant, the conjugate gradients squared algorithm (CGS), both typically exhib...

A transpose-free quasi-minimal residual algorithm for non-Hermitian linear systems

Recent advances in the field of iterative methods for solving large linear systems are reviewed. The main focus is on developments in the area of conjugate gradient-type algorithms and Krylov subspace methods for non-Hermitian matrices.

https://www.cambridge.org/core/services/aop-cambridge-core/content/view/S0962492900002245

Roland W. Freund

Papers

Efficient linear circuit analysis by Pade approximation via the Lanczos process

QMR: a quasi-minimal residual method for non-Hermitian linear systems

A transpose-free quasi-minimal residual algorithm for non-Hermitian linear systems

Iterative solution of linear systems

Krylov-subspace methods for reduced-order modeling in circuit simulation