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稀疏线性系统的迭代方法

《稀疏线性系统的迭代方法》是2009年1月1日科学出版社出版的图书,作者是萨阿德。 本书主来自要介绍了稀疏线性系统的主要含义,并且讲述了系统的迭代方法。

  • 书名 稀疏线性系统的迭代方法
  • 作者 (美国)萨阿德(yousefsaad)
  • 出版社 科学出版社
  • 出版时间 2009年1月1日
  • 页数 528 页

经吸学成学有容简介

  《国外数学名著系列(续1)(影印版)39:稀疏线性系统的迭代方法(第2版)》canbeusedtoteachgraduate-端属职围背风建溶阻建完levelcoursesoniterat握规远益里先住孩整游ivemethodsforlinearsys来自tems.Engineersandmathematicianswillfinditscon360百科tentseasi别造陆肉lyaccessible,andpractitionersandeducatorswill志参valueitasahelpf拿径聚息苗顶械ulresource.The片练宪视历算prefaceinclud二声纸笔essyllabithatcanbeusedforeitherasemest往外用光候列小er-orquarter-lengthcourseinbothmathematicsandcomputerscience.IterativeMethodsforSparseLinearSystems,SecondEd立甚苦垂电理itiongivesanin-洲副终仅和迫depth,up-to-dateviewofpracticalalgorithmsforsolvinglarge-scalelinearsystemsofequations.Theseequationscannumberinthemillionsandaresparseinthesensethateachinv答那降线油olvesonlya主亚武smallnumberofunknowns.Themethodsdescr包品零测利地使土根排ibedareiterative,i.e.,theyprovidesequencesofapproximationsthatwillconvergetothesolution.Thisneweditionincludesawiderangeofthebestmethodsavailabletoday.Theauthorhas盟银addedanewchapteronmultigridtechniquesandhasupdatedmaterialthroughoutthetext,particularlythechaptersonsparsematrices,Krylov没良计攻练仍外校顶严讲subspacemethods,preconditioningtechniques,andparallelpreconditioners.Materialonoldertopicshasbeenremovedorshortened,numerousexerciseshavebeenadded,andmanytypograp才西多今火富斯激hicalerrorshavebeencorrected.Theupdatedande风师xpandedbibliographynowincludesmorerecentworksemphasizingnewandimportantresearchtopicsinthisfield.

目录

  Preface to the Second Edition

  Preface to the First Edition

  1 Background in Linear Algebra

  1.1 Matrices

  1.2 Square Matrices and Eigenvalues

  1.3 Types of Matrices

  1.4 Vector Inner Products and Norms

  1.5 Matrix Norms

  1.6 Subspaces, Range, and Kernel

  1.7 Orthogonal Vectors and Subspaces

  1.8 Canonical Forms of Matrices

  1.8.1 Reduction to the Diagonal Form

  1.8.2 The Jordan Canonical Form

  1.8.3 The Schur Canonical Form

  1.8.4 Application to Powers of Matrices

  1.9 Normal and Hermitian Matrices

  1.9.1 Normal Matrices

  1.9.2 Hermitian Matrices

  1.10 Nonnegative Matrices, M-Matrices

  1.11 Positive Definite Matrices

  1.12 Projection Operators

  1.12.1 Range and Null Space of a Projector

  1.12.2 Matrix Representations

  1.12.3 Orthogonal and Oblique Projectors

  1.12.4 Properties of Orthogonal Projectors

  1.13 Basic Concepts in Linear Systems

  1.13.1 Existence of a Solution

  1.13.2 Perturbation Analysis

  Exercises

  Notes and References

  2 Discretization of Partial Differential Equations

  2.1 Partial Differential Equations

  2.1.1 Elliptic Operators

  2.1.2 The Convection Diffusion Equation

  2.2 Finite Difference Methods

  2.2.1 Basic Approximations

  2.2.2 Difference Schemes for the Laplacian Operator

  2.2.3 Finite Differences for One-Dimensional Problerr

  2.2.4 Upwind Schemes

  2.2.5 Finite Differences for Two-Dimensional Problerr

  2.2.6 Fast Poisson Solvers

  2.3 The Finite Element Method

  2.4 Mesh Generation and Refinement

  2.5 Finite Volume Method

  Exercises

  Notes and References

  3 Sparse Matrices

  3.1 Introduction

  3.2 Graph Representations

  3.2.1 Graphs and Adjacency Graphs

  3.2.2 Graphs of PDE Matrices

  3.3 Permutations and Reorderings

  3.3.1 Basic Concepts

  3.3.2 Relations with the Adjacency Graph

  3.3.3 Common Reorderings

  3.3.4 Irreducibility

  3.4 Storage Schemes

  3.5 Basic Sparse Matrix Operations

  3.6 Sparse Direct Solution Methods

  3.6.1 MD Ordering

  3.6.2 ND Ordering

  3.7 Test Problems

  Exercises

  Notes and References

  4 Basic Iterative Methods

  4.1 Jacobi, Gauss-Seidel, and Successive Overrelaxation

  4.1.1 Block Relaxation Schemes

  4.1.2 Iteration Matrices and Preconditioning

  4.2 Convergence

  4.2.1 General Convergence Result

  4.2.2 Regular Splittings

  4.2.3 Diagonally Dominant Matrices

  4.2.4 Symmetric Positive Definite Matrices

  4.2.5 Property A and Consistent Orderings

  4.3 Alternating Direction Methods

  Exercises

  Notes and References

  5 Projection Methods

  5.1 Basic Definitions and Algorithms

  5.1.1 General Projection Methods

  5.1.2 Matrix Representation

  5.2 General Theory

  5.2.1 Two Optimality Results

  5.2.2 Interpretation in Terms of Projectors

  5.2.3 General Error Bound

  5.3 One-Dimensional Projection Processes

  5.3.1 Steepest Descent

  5.3.2MR Iteration

  5.3.3 Residual Norm Steepest Descent

  5.4 Additive and Multiplicative Processes

  Exercises

  Notes and References

  6 Kryiov Subspace Methods, Part I

  6.1 Introduction

  6.2 Krylov Subspaces

  6.3 Arnoldi's Method

  6.3.1 The Basic Algorithm

  6.3.2 Practical Implementations

  6.4 Arnoldi's Method for Linear Systems

  6.4.1 Variation 1: Restarted FOM

  6.4.2Variation 2: IOM and DIOM

  6.5 Generalized Minimal Residual Method

  6.5.1 The Basic GMRES Algorithm

  6.5.2 The Householder Version

  6.5.3 Practical Implementation Issues

  6.5.4 Breakdown of GMRES

  6.5.5 Variation 1: Restarting

  6.5.6 Variation 2: Truncated GMRES Versions

  6.5.7 Relations Between FOM and GMRES

  6.5.8 Residual Smoothing

  6.5.9 GMRES for Complex Systems

  6.6 The Symmetric Lanczos Algorithm

  6.6.1 The Algorithm

  6.6.2 Relation to Orthogonal Polynomials

  6.7 The Conjugate Gradient Algorithm

  6.7.1 Derivation and Theory "

  6.7.2 Alternative Formulations

  6.7.3 Eigenvalue Estimates from the CG Coefficients

  6.8 The Conjugate Residual Method

  6.9 Generalized Conjugate Residual, ORTHOMIN, and ORTHODIR

  6.10 The Faber-Manteuffel Theorem

  6.11 Convergence Analysis

  6.11.1 Real Chebyshev Polynomials

  6.11.2 Complex Chebyshev Polynomials

  6.11.3 Convergence of the CG Algorithm

  6.11.4 Convergence of GMRES

  6.12 Block Krylov Methods

  Exercises

  Notes and References

  7 Kryiov Subspaee Methods, Part II

  7.1 Lanczos Biorthogonalization

  7.1.1 The Algorithm

  7.1.2 Practical Implementations

  7.2 The Lanczos Algorithm for Linear Systems

  7.3 The Biconjugate Gradient and Quasi-Minimal Residual Algorithms

  7.3.1 The BCG Algorithm

  7.3.2 QMR Algorithm

  7.4 Transpose-Free Variants

  7.4.1 CGS

  7.4.2 BICGSTAB

  7.4.3 TFQMR

  Exercises

  Notes and References

  8 Methods Related to the Normal Equations

  8.1 The Normal Equations

  8.2 Row Projection Methods

  8.2.1 Gauss-Seidel on the Normal Equations

  8.2.2 Cimmino's Method

  8.3 Conjugate Gradient and Normal Equations

  8.3.1 CGNR

  8.3.2 CGNE

  8.4 Saddle-Point Problems

  Exercises

  Notes and References

  9 Preconditioned Iterations

  9.1 Introduction

  9.2 Preconditioned Conjugate Gradient

  9.2.1 Preserving Symmetry

  9.2.2 Efficient Implementations

  ……

  10 Preconditioning Techniques

  11 Parallel Implementations

  12 Parallel Preconditioners

  13 Multigrid Methods

  14 Domain Decomposition Methods

  Bibliography

  Index

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