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Quasi-Monte Carlo Methods for some Linear Algebra Problems. Convergence and Complexity

Karaivanova, Aneta (2010)

Serdica Journal of Computing

We present quasi-Monte Carlo analogs of Monte Carlo methods for some linear algebra problems: solving systems of linear equations, computing extreme eigenvalues, and matrix inversion. Reformulating the problems as solving integral equations with a special kernels and domains permits us to analyze the quasi-Monte Carlo methods with bounds from numerical integration. Standard Monte Carlo methods for integration provide a convergence rate of O(N^(−1/2)) using N samples. Quasi-Monte Carlo methods...

Rational Krylov for nonlinear eigenproblems, an iterative projection method

Elias Jarlebring, Heinrich Voss (2005)

Applications of Mathematics

In recent papers Ruhe suggested a rational Krylov method for nonlinear eigenproblems knitting together a secant method for linearizing the nonlinear problem and the Krylov method for the linearized problem. In this note we point out that the method can be understood as an iterative projection method. Similarly to the Arnoldi method the search space is expanded by the direction from residual inverse iteration. Numerical methods demonstrate that the rational Krylov method can be accelerated considerably...

Real and complex pseudozero sets for polynomials with applications

Stef Graillat, Philippe Langlois (2007)

RAIRO - Theoretical Informatics and Applications

Pseudozeros are useful to describe how perturbations of polynomial coefficients affect its zeros. We compare two types of pseudozero sets: the complex and the real pseudozero sets. These sets differ with respect to the type of perturbations. The first set – complex perturbations of a complex polynomial – has been intensively studied while the second one – real perturbations of a real polynomial – seems to have received little attention. We present a computable formula for the real pseudozero...

Reducing the bandwidth in solving linear algebraic systems arising in the finite element method

Jitka Segethová (1980)

Aplikace matematiky

The matrix of the system of linear algebraic equations, arising in the application of the finite element method to one-dimensional problems, is a bandmatrix. In approximations of high order, the band is very wide but the elements situated far from the diagonal of the matrix are negligibly small as compared with the diagonal elements. The aim of the paper is to show on a model problem that in practice it is possible to work with a matrix of the system the bandwidth of which is reduced. A simple...

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