Displaying similar documents to “Round-off error analysis of the gradient method”

A real-valued block conjugate gradient type method for solving complex symmetric linear systems with multiple right-hand sides

Yasunori Futamura, Takahiro Yano, Akira Imakura, Tetsuya Sakurai (2017)

Applications of Mathematics

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We consider solving complex symmetric linear systems with multiple right-hand sides. We assume that the coefficient matrix has indefinite real part and positive definite imaginary part. We propose a new block conjugate gradient type method based on the Schur complement of a certain 2-by-2 real block form. The algorithm of the proposed method consists of building blocks that involve only real arithmetic with real symmetric matrices of the original size. We also present the convergence...

Formally certified floating-point filters for homogeneous geometric predicates

Guillaume Melquiond, Sylvain Pion (2007)

RAIRO - Theoretical Informatics and Applications

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Floating-point arithmetic provides a fast but inexact way of computing geometric predicates. In order for these predicates to be exact, it is important to rule out all the numerical situations where floating-point computations could lead to wrong results. Taking into account all the potential problems is a tedious work to do by hand. We study in this paper a floating-point implementation of a filter for the orientation-2 predicate, and how a formal and partially automatized verification...

Application of the infinitely many times repeated BNS update and conjugate directions to limited-memory optimization methods

Vlček, Jan, Lukšan, Ladislav

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To improve the performance of the L-BFGS method for large scale unconstrained optimization, repeating of some BFGS updates was proposed e.g. in [1]. Since this can be time consuming, the extra updates need to be selected carefully. We show that groups of these updates can be repeated infinitely many times under some conditions, without a noticeable increase of the computational time; the limit update is a block BFGS update [17]. It can be obtained by solving of some Lyapunov matrix equation...

Energy norm error estimates and convergence analysis for a stabilized Maxwell's equations in conductive media

Eric Lindström, Larisa Beilina (2024)

Applications of Mathematics

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The aim of this article is to investigate the well-posedness, stability of solutions to the time-dependent Maxwell's equations for electric field in conductive media in continuous and discrete settings, and study convergence analysis of the employed numerical scheme. The situation we consider would represent a physical problem where a subdomain is emerged in a homogeneous medium, characterized by constant dielectric permittivity and conductivity functions. It is well known that in these...

Loss of Accuracy in Numerical Computations Загуба на точност в числените пресмятания

Konstantinov, Mihail, Petkov, Petko (2011)

Union of Bulgarian Mathematicians

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Михаил М. Константинов, Петко Х. Петков - Разгледани са възможните катастрофални ефекти от неправилното използване на крайна машинна аритметика с плаваща точка. За съжаление, тази тема не винаги се разбира достатъчно добре от студентите по приложна и изчислителна математика, като положението в инженерните и икономическите специалности в никакъв случай не е по-добро. За преодоляване на този образователен пропуск тук сме разгледали главните виновници за загубата на точност при числените компютърни...