9,499 research outputs found
The cost of continuity: performance of iterative solvers on isogeometric finite elements
In this paper we study how the use of a more continuous set of basis
functions affects the cost of solving systems of linear equations resulting
from a discretized Galerkin weak form. Specifically, we compare performance of
linear solvers when discretizing using B-splines, which span traditional
finite element spaces, and B-splines, which represent maximum
continuity. We provide theoretical estimates for the increase in cost of the
matrix-vector product as well as for the construction and application of
black-box preconditioners. We accompany these estimates with numerical results
and study their sensitivity to various grid parameters such as element size
and polynomial order of approximation . Finally, we present timing results
for a range of preconditioning options for the Laplace problem. We conclude
that the matrix-vector product operation is at most \slfrac{33p^2}{8} times
more expensive for the more continuous space, although for moderately low ,
this number is significantly reduced. Moreover, if static condensation is not
employed, this number further reduces to at most a value of 8, even for high
. Preconditioning options can be up to times more expensive to setup,
although this difference significantly decreases for some popular
preconditioners such as Incomplete LU factorization
A weakly stable algorithm for general Toeplitz systems
We show that a fast algorithm for the QR factorization of a Toeplitz or
Hankel matrix A is weakly stable in the sense that R^T.R is close to A^T.A.
Thus, when the algorithm is used to solve the semi-normal equations R^T.Rx =
A^Tb, we obtain a weakly stable method for the solution of a nonsingular
Toeplitz or Hankel linear system Ax = b. The algorithm also applies to the
solution of the full-rank Toeplitz or Hankel least squares problem.Comment: 17 pages. An old Technical Report with postscript added. For further
details, see http://wwwmaths.anu.edu.au/~brent/pub/pub143.htm
On solving trust-region and other regularised subproblems in optimization
The solution of trust-region and regularisation subproblems which arise in unconstrained optimization is considered. Building on the pioneering work of Gay, Mor´e and Sorensen, methods which obtain the solution of a sequence of parametrized linear systems by factorization are used. Enhancements using high-order polynomial approximation and inverse iteration ensure that the resulting method is both globally and asymptotically at least superlinearly convergent in all cases, including in the notorious hard case. Numerical experiments validate the effectiveness of our approach. The resulting software is available as packages TRS and RQS as part of the GALAHAD optimization library, and is especially designed for large-scale problems
Preconditioned Minimal Residual Methods for Chebyshev Spectral Caluclations
The problem of preconditioning the pseudospectral Chebyshev approximation of an elliptic operator is considered. The numerical sensitiveness to variations of the coefficients of the operator are investigated for two classes of preconditioning matrices: one arising from finite differences, the other from finite elements. The preconditioned system is solved by a conjugate gradient type method, and by a DuFort-Frankel method with dynamical parameters. The methods are compared on some test problems with the Richardson method and with the minimal residual Richardson method
Computing generalized inverses using LU factorization of matrix product
An algorithm for computing {2, 3}, {2, 4}, {1, 2, 3}, {1, 2, 4} -inverses and
the Moore-Penrose inverse of a given rational matrix A is established. Classes
A(2, 3)s and A(2, 4)s are characterized in terms of matrix products (R*A)+R*
and T*(AT*)+, where R and T are rational matrices with appropriate dimensions
and corresponding rank. The proposed algorithm is based on these general
representations and the Cholesky factorization of symmetric positive matrices.
The algorithm is implemented in programming languages MATHEMATICA and DELPHI,
and illustrated via examples. Numerical results of the algorithm, corresponding
to the Moore-Penrose inverse, are compared with corresponding results obtained
by several known methods for computing the Moore-Penrose inverse
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