Parallel and Distributed Computation: Numerical Methods

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Athena Scientific, Mar 1, 2015 - Mathematics - 735 pages

This highly acclaimed work, first published by Prentice Hall in 1989, is a comprehensive and theoretically sound treatment of parallel and distributed numerical methods. It focuses on algorithms that are naturally suited for massive parallelization, and it explores the fundamental convergence, rate of convergence, communication, and synchronization issues associated with such algorithms.

This is an extensive book, which aside from its focus on parallel and distributed algorithms, contains a wealth of material on a broad variety of computation and optimization topics. It is an excellent supplement to several of our other books, including Convex Optimization Algorithms (Athena Scientific, 2015), Nonlinear Programming (Athena Scientific, 1999), Dynamic Programming and Optimal Control (Athena Scientific, 2012), Neuro-Dynamic Programming (Athena Scientific, 1996), and Network Optimization (Athena Scientific, 1998).

The on-line edition of the book contains a 95-page solutions manual.

 

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Contents

Introduction
1
Algorithms for Systems of Linear Equations and Matrix Inversion
109
Iterative Methods for Monlinear Problems
180
Shortest Paths and Dynamic Programming
291
Network Flow Problems
331
Totally Asynchronous Iterative Algorithms
425
Partially Asynchronous Iterative Methods
481
Organizing an Asynchronous Network of Processors for Distributed Computation
570
Index
707
Partial Solutions Manual
717
Chapter 1
1
Chapter 2
23
Chapter 3
36
Chapter 4
49
Chapter 5
60
Chapter 6
71

Linear Algebra and Analysis
618
Graph Theory
653
Duality Theory
659
Probability Theory and Markov Chains
670
References
680
Chapter 7
74
Chapter 8
90
Corrections
96
Copyright

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About the author (2015)

Dimitri P. Bertsekas is Fulton Professor of Computational Decision Making, at Arizona State University, and McAfee Professor of Engineering at the Massachusetts Institute of Technology. He is a winner of many awards and a member of the prestigious United States National Academy of Engineering

John N. Tsitsiklis is Clarence Lebel Professor of Electrical Engineering at the Massachusetts Institute of Technology. He is a winner of many awards and is a member of the prestigious United States National Academy of Engineering

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