Iterative Methods for Linear and Nonlinear Equations

Sprednja platnica
SIAM, 1995 - 166 strani
1 Recenzija
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.
  

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Vsebina

Basic Concepts and Stationary Iterative Methods
3
Conjugate Gradient Iteration
11
GMRES Iteration
33
Basic Concepts and FixedPoint Iteration
65
Newtons Method
71
Inexact Newton Methods
95
Broydens method
113
Global Convergence
135
Bibliography
153
Index
163
Avtorske pravice

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Priljubljeni odlomki

Stran 155 - A quasiminimal residual variant of the Bi-CGSTAB algorithm for nonsymmetric systems. SIAM J. Sci. Comput..

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MATLAB Guide
Nicholas J. Higham
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O avtorju (1995)

C.T. Kelley is a Professor in the Department of Mathematics and Center for Research in Scientific Computation at North Carolina State University. He is a member of the editorial board of the SIAM Journal on Optimization, and the SIAM Journal on Numerical Analysis and is the author of over 100 papers and proceedings articles on numerical and computational mathematics.

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