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Displaying similar documents to “Solution of transient problems of thermoelasticity”

Using successive approximations for improving the convergence of GMRES method

Jan Zítko (1998)

Applications of Mathematics

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In this paper, our attention is concentrated on the GMRES method for the solution of the system ( I - T ) x = b of linear algebraic equations with a nonsymmetric matrix. We perform m pre-iterations y l + 1 = T y l + b before starting GMRES and put y m for the initial approximation in GMRES. We derive an upper estimate for the norm of the error vector in dependence on the m th powers of eigenvalues of the matrix T . Further we study under what eigenvalues lay-out this upper estimate is the best one. The estimate shows and...

Nonrecursive solution for the discrete algebraic Riccati equation and X + A*X -1 A=L

Maria Adam, Nicholas Assimakis (2015)

Open Mathematics

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In this paper, we present two new algebraic algorithms for the solution of the discrete algebraic Riccati equation. The first algorithm requires the nonsingularity of the transition matrix and is based on the solution of a standard eigenvalue problem for a new symplectic matrix; the proposed algorithm computes the extreme solutions of the discrete algebraic Riccati equation. The second algorithm solves the Riccati equation without the assumption of the nonsingularity of the transition...