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GMRES
In mathematics, the generalized minimal residual method (GMRES) is an iterative method for the numerical solution of an indefinite nonsymmetric system of linear equations. The method approximates the solution by the vector in a Krylov subspace with minimal residual. The Arnoldi iteration is used to find this vector. The GMRES method was developed by Yousef Saad and Martin H. Schultz in 1986. It is a generalization and improvement of the MINRES method due to Paige and Saunders in 1975. The MINRES method requires that the matrix is symmetric, but has the advantage that it only requires handling of three vectors. GMRES is a special case of the DIIS method developed by Peter Pulay in 1980. DIIS is applicable to non-linear systems. The method Denote the Euclidean norm of any vector v by \, v\, . Denote the (square) system of linear equations to be solved by : Ax = b. \, The matrix ''A'' is assumed to be invertible of size ''m''-by-''m''. Furthermore, it is assumed that b is norm ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Minres
The Minimal Residual Method or MINRES is a Krylov subspace method for the iterative solution of symmetric linear equation systems. It was proposed by mathematicians Christopher Conway Paige and Michael Alan Saunders in 1975. In contrast to the popular CG method, the MINRES method does not assume that the matrix is positive definite, only the symmetry of the matrix is mandatory. The popular GMRES method is an improved generalization of MINRES but requires much more memory. GMRES vs. MINRES The GMRES method is essentially a generalization of MINRES for arbitrary matrices. Both minimize the 2-norm of the residual and do the same calculations in exact arithmetic when the matrix is symmetric. MINRES is a short-recurrence method with a constant memory requirement, whereas GMRES requires storing the whole Krylov space, so its memory requirement is roughly proportional to the number of iterations. On the other hand, GMRES tends to suffer less from loss of orthogonality. Therefore, ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
MINRES
The Minimal Residual Method or MINRES is a Krylov subspace method for the iterative solution of symmetric linear equation systems. It was proposed by mathematicians Christopher Conway Paige and Michael Alan Saunders in 1975. In contrast to the popular CG method, the MINRES method does not assume that the matrix is positive definite, only the symmetry of the matrix is mandatory. The popular GMRES method is an improved generalization of MINRES but requires much more memory. GMRES vs. MINRES The GMRES method is essentially a generalization of MINRES for arbitrary matrices. Both minimize the 2-norm of the residual and do the same calculations in exact arithmetic when the matrix is symmetric. MINRES is a short-recurrence method with a constant memory requirement, whereas GMRES requires storing the whole Krylov space, so its memory requirement is roughly proportional to the number of iterations. On the other hand, GMRES tends to suffer less from loss of orthogonality. Therefore, ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Iterative Method
In computational mathematics, an iterative method is a Algorithm, mathematical procedure that uses an initial value to generate a sequence of improving approximate solutions for a class of problems, in which the ''n''-th approximation is derived from the previous ones. A specific implementation of an iterative method, including the Algorithm#Termination, termination criteria, is an algorithm of the iterative method. An iterative method is called convergent if the corresponding sequence converges for given initial approximations. A mathematically rigorous convergence analysis of an iterative method is usually performed; however, heuristic-based iterative methods are also common. In contrast, direct methods attempt to solve the problem by a finite sequence of operations. In the absence of rounding errors, direct methods would deliver an exact solution (for example, solving a linear system of equations A\mathbf=\mathbf by Gaussian elimination). Iterative methods are often the only cho ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Arnoldi Iteration
In numerical linear algebra, the Arnoldi iteration is an eigenvalue algorithm and an important example of an iterative method. Arnoldi finds an approximation to the eigenvalues and eigenvectors of general (possibly non-Hermitian) matrices by constructing an orthonormal basis of the Krylov subspace, which makes it particularly useful when dealing with large sparse matrices. The Arnoldi method belongs to a class of linear algebra algorithms that give a partial result after a small number of iterations, in contrast to so-called ''direct methods'' which must complete to give any useful results (see for example, Householder transformation). The partial result in this case being the first few vectors of the basis the algorithm is building. When applied to Hermitian matrices it reduces to the Lanczos algorithm. The Arnoldi iteration was invented by W. E. Arnoldi in 1951. Krylov subspaces and the power iteration An intuitive method for finding the largest (in absolute value) eigenvalu ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Krylov Subspace
In linear algebra, the order-''r'' Krylov subspace generated by an ''n''-by-''n'' matrix ''A'' and a vector ''b'' of dimension ''n'' is the linear subspace spanned by the images of ''b'' under the first ''r'' powers of ''A'' (starting from A^0=I), that is, :\mathcal_r(A,b) = \operatorname \, \. Background The concept is named after Russian applied mathematician and naval engineer Alexei Krylov, who published a paper about it in 1931. Properties * \mathcal_r(A,b),A\mathcal_r(A,b)\subset \mathcal_(A,b). * Vectors \ are linearly independent until r, where p(A) is the minimal polynomial of A. Furthermore, there exists a b such that r_0 = \deg (A)/math>. * \mathcal_r(A,b) is a cyclic submodule generated by b of the torsion k /math>-module (k^n)^A, where k^n is the linear space on k. * k^n can be decomposed as the direct sum of Krylov subspaces. Use Krylov subspaces are used in algorithms for finding approximate solutions to high-dimensional linear algebra problems. Many linear dyn ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Numerical Analysis
Numerical analysis is the study of algorithms that use numerical approximation (as opposed to symbolic computation, symbolic manipulations) for the problems of mathematical analysis (as distinguished from discrete mathematics). It is the study of numerical methods that attempt at finding approximate solutions of problems rather than the exact ones. Numerical analysis finds application in all fields of engineering and the physical sciences, and in the 21st century also the life and social sciences, medicine, business and even the arts. Current growth in computing power has enabled the use of more complex numerical analysis, providing detailed and realistic mathematical models in science and engineering. Examples of numerical analysis include: ordinary differential equations as found in celestial mechanics (predicting the motions of planets, stars and galaxies), numerical linear algebra in data analysis, and stochastic differential equations and Markov chains for simulating living ce ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
DIIS
DIIS (direct inversion in the iterative subspace or direct inversion of the iterative subspace), also known as Pulay mixing, is a technique for extrapolating the solution to a set of linear equations by directly minimizing an error residual (e.g. a Newton–Raphson step size) with respect to a linear combination of known sample vectors. DIIS was developed by Peter Pulay in the field of computational quantum chemistry with the intent to accelerate and stabilize the convergence of the Hartree–Fock self-consistent field method. At a given iteration, the approach constructs a linear combination of approximate error vectors from previous iterations. The coefficients of the linear combination are determined so to best approximate, in a least squares sense, the null vector. The newly determined coefficients are then used to extrapolate the function variable for the next iteration. Details At each iteration, an approximate error vector, , corresponding to the variable value, is det ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Sparse Matrix
In numerical analysis and scientific computing, a sparse matrix or sparse array is a matrix in which most of the elements are zero. There is no strict definition regarding the proportion of zero-value elements for a matrix to qualify as sparse but a common criterion is that the number of non-zero elements is roughly equal to the number of rows or columns. By contrast, if most of the elements are non-zero, the matrix is considered dense. The number of zero-valued elements divided by the total number of elements (e.g., ''m'' × ''n'' for an ''m'' × ''n'' matrix) is sometimes referred to as the sparsity of the matrix. Conceptually, sparsity corresponds to systems with few pairwise interactions. For example, consider a line of balls connected by springs from one to the next: this is a sparse system as only adjacent balls are coupled. By contrast, if the same line of balls were to have springs connecting each ball to all other balls, the system would correspond to a dense matrix. The ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Krylov Sequence
In linear algebra, the order-''r'' Krylov subspace generated by an ''n''-by-''n'' matrix ''A'' and a vector ''b'' of dimension ''n'' is the linear subspace spanned by the images of ''b'' under the first ''r'' powers of ''A'' (starting from A^0=I), that is, :\mathcal_r(A,b) = \operatorname \, \. Background The concept is named after Russian applied mathematician and naval engineer Alexei Krylov, who published a paper about it in 1931. Properties * \mathcal_r(A,b),A\mathcal_r(A,b)\subset \mathcal_(A,b). * Vectors \ are linearly independent until r, where p(A) is the minimal polynomial of A. Furthermore, there exists a b such that r_0 = \deg (A)/math>. * \mathcal_r(A,b) is a cyclic submodule generated by b of the torsion k /math>-module (k^n)^A, where k^n is the linear space on k. * k^n can be decomposed as the direct sum of Krylov subspaces. Use Krylov subspaces are used in algorithms for finding approximate solutions to high-dimensional linear algebra problems. Many linear dyn ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Eigendecomposition Of A Matrix
In linear algebra, eigendecomposition is the Matrix factorization, factorization of a matrix (mathematics), matrix into a canonical form, whereby the matrix is represented in terms of its eigenvalues and eigenvectors. Only diagonalizable matrix, diagonalizable matrices can be factorized in this way. When the matrix being factorized is a normal matrix, normal or real symmetric matrix, the decomposition is called "spectral decomposition", derived from the spectral theorem. Fundamental theory of matrix eigenvectors and eigenvalues A (nonzero) vector of dimension is an eigenvector of a square matrix if it satisfies a linear equation of the form :\mathbf \mathbf = \lambda \mathbf for some scalar . Then is called the eigenvalue corresponding to . Geometrically speaking, the eigenvectors of are the vectors that merely elongates or shrinks, and the amount that they elongate/shrink by is the eigenvalue. The above equation is called the eigenvalue equation or the eigenvalue probl ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Symmetric Matrix
In linear algebra, a symmetric matrix is a square matrix that is equal to its transpose. Formally, Because equal matrices have equal dimensions, only square matrices can be symmetric. The entries of a symmetric matrix are symmetric with respect to the main diagonal. So if a_ denotes the entry in the ith row and jth column then for all indices i and j. Every square diagonal matrix is symmetric, since all off-diagonal elements are zero. Similarly in characteristic different from 2, each diagonal element of a skew-symmetric matrix must be zero, since each is its own negative. In linear algebra, a real symmetric matrix represents a self-adjoint operator represented in an orthonormal basis over a real inner product space. The corresponding object for a complex inner product space is a Hermitian matrix with complex-valued entries, which is equal to its conjugate transpose. Therefore, in linear algebra over the complex numbers, it is often assumed that a symmetric matrix refe ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Condition Number
In numerical analysis, the condition number of a function measures how much the output value of the function can change for a small change in the input argument. This is used to measure how sensitive a function is to changes or errors in the input, and how much error in the output results from an error in the input. Very frequently, one is solving the inverse problem: given f(x) = y, one is solving for ''x,'' and thus the condition number of the (local) inverse must be used. In linear regression the condition number of the moment matrix can be used as a diagnostic for multicollinearity. The condition number is an application of the derivative, and is formally defined as the value of the asymptotic worst-case relative change in output for a relative change in input. The "function" is the solution of a problem and the "arguments" are the data in the problem. The condition number is frequently applied to questions in linear algebra, in which case the derivative is straightforward but ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
