Stationary splitting iterative methods for the matrix equation AX B = C

Stationary splitting iterative methods for solving AXB = Care considered in this paper. The main tool to derive our new method is the induced splitting of a given nonsingular matrix A = M −N by a matrix H such that (I −H) invertible. Convergence properties of the proposed method are discussed and numerical experiments are presented to illustrate its computational efficiency and the effectiveness of some preconditioned variants. In particular, for certain surface fitting applications, our method is much more efficient than the progressive iterative approximation (PIA), a conventional iterative method often used in computer-aided geometric design (CAGD).The authors would like to thank the supports of the National Natural Science Foundation of China under Grant No. 11371075, the Hunan Key Laboratory of mathematical modeling and analysis in engineering, and the Portuguese Funds through FCT–Fundação para a Ciência e a Tecnologia, within the Project UID/MAT/00013/2013

A Regularized Jacobi Method for Large-Scale Linear Programming

A parallel algorithm based on Jacobi iterations is proposed to minimize the augmented Lagrangian functions of the multiplier method for large-scale linear programming. Sparsity is efficiently exploited for determining stepsizes (column-wise) for the Jacobi iterations. Linear convergence is shown with convergence ratio depending on sparsity but not on the penalty parameter and on problem size. Employing simulation of parallel computations, an experimental code is tested extensively on 68 Netlib problems. Results are compared with the simplex method, an interior point algorithm and a Gauss-Seidel approach. We observe that speedup against the simplex method generally increases with the problem size, while the parallel solution times increase slowly, if at all. Our preliminary results compared with the other two methods are highly encouraging as well

A Study of Convergence of the PMARC Matrices Applicable to WICS Calculations

This report discusses some analytical procedures to enhance the real time solutions of PMARC matrices applicable to the Wall Interference Correction Scheme (WICS) currently being implemented at the 12 foot Pressure Tunnel. WICS calculations involve solving large linear systems in a reasonably speedy manner necessitating exploring further improvement in solution time. This paper therefore presents some of the associated theory of the solution of linear systems. Then it discusses a geometrical interpretation of the residual correction schemes. Finally some results of the current investigation are presented

Iterative decomposition of the Lyapunov and Riccati equations

Bibliography: p. 161-163.Prepared under Dept. of Energy, Division of Electric Energy Systems Grant ERDA-E(49-18)-2087.Originally presented as the author's thesis, (M.S.) in the M.I.T. Dept. of Electrical Engineering and Computer Science, 1978.by Norman August Lehtomaki

A sketch-and-project method for solving the matrix equation AXB = C

In this paper, based on an optimization problem, a sketch-and-project method for solving the linear matrix equation AXB = C is proposed. We provide a thorough convergence analysis for the new method and derive a lower bound on the convergence rate and some convergence conditions including the case that the coefficient matrix is rank deficient. By varying three parameters in the new method and convergence theorems, the new method recovers an array of well-known algorithms and their convergence results. Meanwhile, with the use of Gaussian sampling, we can obtain the Gaussian global randomized Kaczmarz (GaussGRK) method which shows some advantages in solving the matrix equation AXB = C. Finally, numerical experiments are given to illustrate the effectiveness of recovered methods.Comment: arXiv admin note: text overlap with arXiv:1506.03296, arXiv:1612.06013, arXiv:2204.13920 by other author

Parallel alogorithms for MIMD parallel computers

This thesis mainly covers the design and analysis of asynchronous parallel algorithms that can be run on MIMD (Multiple Instruction Multiple Data) parallel computers, in particular the NEPTUNE system at Loughborough University. Initially the fundamentals of parallel computer architectures are introduced with different parallel architectures being described and compared. The principles of parallel programming and the design of parallel algorithms are also outlined. Also the main characteristics of the 4 processor MIMD NEPTUNE system are presented, and performance indicators, i.e. the speed-up and the efficiency factors are defined for the measurement of parallelism in a given system. Both numerical and non-numerical algorithms are covered in the thesis. In the numerical solution of partial differential equations, a new parallel 9-point block iterative method is developed. Here, the organization of the blocks is done in such a way that each process contains its own group of 9 points on the network, therefore, they can be run in parallel. The parallel implementation of both 9-point and 4- point block iterative methods were programmed using natural and redblack ordering with synchronous and asynchronous approaches. The results obtained for these different implementations were compared and analysed. Next the parallel version of the A.G.E. (Alternating Group Explicit) method is developed in which the explicit nature of the difference equation is revealed and exploited when applied to derive the solution of both linear and non-linear 2-point boundary value problems. Two strategies have been used in the implementation of the parallel A.G.E. method using the synchronous and asynchronous approaches. The results from these implementations were compared. Also for comparison reasons the results obtained from the parallel A.G.E. were compared with the ~ corresponding results obtained from the parallel versions of the Jacobi, Gauss-Seidel and S.O.R. methods. Finally, a computational complexity analysis of the parallel A.G.E. algorithms is included. In the area of non-numeric algorithms, the problems of sorting and searching were studied. The sorting methods which were investigated was the shell and the digit sort methods. with each method different parallel strategies and approaches were used and compared to find the best results which can be obtained on the parallel machine. In the searching methods, the sequential search algorithm in an unordered table and the binary search algorithms were investigated and implemented in parallel with a presentation of the results. Finally, a complexity analysis of these methods is presented. The thesis concludes with a chapter summarizing the main results