Approximate determination of eigenvalues and eigenvectors of selfadjoint operators
Approximate multiplication in adaptive wavelet methods
Cohen, Dahmen and DeVore designed in [Adaptive wavelet methods for elliptic operator equations: convergence rates, Math. Comp., 2001, 70(233), 27–75] and [Adaptive wavelet methods II¶beyond the elliptic case, Found. Comput. Math., 2002, 2(3), 203–245] a general concept for solving operator equations. Its essential steps are: transformation of the variational formulation into the well-conditioned infinite-dimensional l 2-problem, finding the convergent iteration process for the l 2-problem and finally...
Approximation and asymptotics of eigenvalues of unbounded self-adjoint Jacobi matrices acting in l 2 by the use of finite submatrices
We consider the problem of approximation of eigenvalues of a self-adjoint operator J defined by a Jacobi matrix in the Hilbert space l 2(ℕ) by eigenvalues of principal finite submatrices of an infinite Jacobi matrix that defines this operator. We assume the operator J is bounded from below with compact resolvent. In our research we estimate the asymptotics (with n → ∞) of the joint error of approximation for the eigenvalues, numbered from 1 to N; of J by the eigenvalues of the finite submatrix J...
Approximation du spectre d'un operateur linearie; application aux operateurs differentiels elliptiqes non autoadjoints.
Approximation d’une matrice non inversible par une matrice inversible et -inverse
Approximation of the minimal Geršgorin set of a square complex matrix.
Approximation of the scattering amplitude and linear systems.
Arnoldi-Faber method for large non Hermitian eigenvalue problems.
Arnoldi-Tchebychev procedure for large scale nonsymmetric matrices
Asymptotic stability of a 9-point multigrid algorithm for convection-diffusion equations.
Asymptotics for weakly dependent errors-in-variables
Linear relations, containing measurement errors in input and output data, are taken into account in this paper. Parameters of these so-called errors-in-variables (EIV) models can be estimated by minimizing the total least squares (TLS) of the input-output disturbances. Such an estimate is highly non-linear. Moreover in some realistic situations, the errors cannot be considered as independent by nature. Weakly dependent (- and -mixing) disturbances, which are not necessarily stationary nor identically...
Asymptotische Entwicklungen für Eigenwerte und Eigenvektoren bei der Approximation parameternichtlinearer Eigenwertaufgaben.
Asynchronous weighted additive Schwarz methods.
Avoiding look-ahead in the Lanczos method and Padé approximation
In the non-normal case, it is possible to use various look-ahead strategies for computing the elements of a family of regular orthogonal polynomials. These strategies consist in jumping over non-existing and singular orthogonal polynomials by solving triangular linear systems. We show how to avoid them by using a new method called ALA (Avoiding Look-Ahead), for which we give three principal implementations. The application of ALA to Padé approximation, extrapolation methods and Lanczos method for...
Backward Error Analysis for Totally Positive Linear Systems.
Backward perturbation analysis of certian characteristic subspaces.
Banded matrices and discrete Sturm-Liouville eigenvalue problems.
Base tensorielle des matrices de Hankel (ou de Toeplitz) Applications.
Basic comparison theorems for weak and weaker matrix splittings.
Behavior of plane relaxation methods as multigrid smoothers.