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Power Iteration
In mathematics, power iteration (also known as the power method) is an eigenvalue algorithm: given a diagonalizable matrix (mathematics), matrix A, the algorithm will produce a number \lambda, which is the greatest (in absolute value) eigenvalue of A, and a nonzero vector v, which is a corresponding eigenvector of \lambda, that is, Av = \lambda v. The algorithm is also known as the Von Mises iteration.Richard von Mises and H. Pollaczek-Geiringer, ''Praktische Verfahren der Gleichungsauflösung'', ZAMM - Zeitschrift für Angewandte Mathematik und Mechanik 9, 152-164 (1929). Power iteration is a very simple algorithm, but it may converge slowly. The most time-consuming operation of the algorithm is the multiplication of matrix A by a vector, so it is effective for a very large sparse matrix with appropriate implementation. The method The power iteration algorithm starts with a vector b_0, which may be an approximation to the dominant eigenvector or a random vector. The method is de ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Mathematics
Mathematics is an area of knowledge that includes the topics of numbers, formulas and related structures, shapes and the spaces in which they are contained, and quantities and their changes. These topics are represented in modern mathematics with the major subdisciplines of number theory, algebra, geometry, and analysis, respectively. There is no general consensus among mathematicians about a common definition for their academic discipline. Most mathematical activity involves the discovery of properties of abstract objects and the use of pure reason to prove them. These objects consist of either abstractions from nature orin modern mathematicsentities that are stipulated to have certain properties, called axioms. A ''proof'' consists of a succession of applications of deductive rules to already established results. These results include previously proved theorems, axioms, andin case of abstraction from naturesome basic properties that are considered true starting points of ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Computational Problem
In theoretical computer science, a computational problem is a problem that may be solved by an algorithm. For example, the problem of factoring :"Given a positive integer ''n'', find a nontrivial prime factor of ''n''." is a computational problem. A computational problem can be viewed as a set of ''instances'' or ''cases'' together with a, possibly empty, set of ''solutions'' for every instance/case. For example, in the factoring problem, the instances are the integers ''n'', and solutions are prime numbers ''p'' that are the nontrivial prime factors of ''n''. Computational problems are one of the main objects of study in theoretical computer science. The field of computational complexity theory attempts to determine the amount of resources ( computational complexity) solving a given problem will require and explain why some problems are intractable or undecidable. Computational problems belong to complexity classes that define broadly the resources (e.g. time, space/memory, e ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Inverse Iteration
In numerical analysis, inverse iteration (also known as the ''inverse power method'') is an Iterative method, iterative eigenvalue algorithm. It allows one to find an approximate eigenvector when an approximation to a corresponding eigenvalue is already known. The method is conceptually similar to the power method. It appears to have originally been developed to compute resonance frequencies in the field of structural mechanics. Ernst Pohlhausen, ''Berechnung der Eigenschwingungen statisch-bestimmter Fachwerke'', ZAMM - Zeitschrift für Angewandte Mathematik und Mechanik 1, 28-42 (1921). The inverse power iteration algorithm starts with an approximation \mu for the eigenvalue corresponding to the desired eigenvector and a vector b_0, either a randomly selected vector or an approximation to the eigenvector. The method is described by the iteration : b_ = \frac, where C_k are some constants usually chosen as C_k= \, (A - \mu I)^b_k \, . Since eigenvectors are defined up to multipl ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Rayleigh Quotient Iteration
Rayleigh quotient iteration is an eigenvalue algorithm which extends the idea of the inverse iteration by using the Rayleigh quotient to obtain increasingly accurate eigenvalue estimates. Rayleigh quotient iteration is an iterative method, that is, it delivers a sequence of approximate solutions that converges to a true solution in the limit. Very rapid convergence is guaranteed and no more than a few iterations are needed in practice to obtain a reasonable approximation. The Rayleigh quotient iteration algorithm converges cubically for Hermitian or symmetric matrices, given an initial vector that is sufficiently close to an eigenvector of the matrix that is being analyzed. Algorithm The algorithm is very similar to inverse iteration, but replaces the estimated eigenvalue at the end of each iteration with the Rayleigh quotient. Begin by choosing some value \mu_0 as an initial eigenvalue guess for the Hermitian matrix A. An initial vector b_0 must also be supplied as initial ei ... [...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] |
Inverse Iteration
In numerical analysis, inverse iteration (also known as the ''inverse power method'') is an Iterative method, iterative eigenvalue algorithm. It allows one to find an approximate eigenvector when an approximation to a corresponding eigenvalue is already known. The method is conceptually similar to the power method. It appears to have originally been developed to compute resonance frequencies in the field of structural mechanics. Ernst Pohlhausen, ''Berechnung der Eigenschwingungen statisch-bestimmter Fachwerke'', ZAMM - Zeitschrift für Angewandte Mathematik und Mechanik 1, 28-42 (1921). The inverse power iteration algorithm starts with an approximation \mu for the eigenvalue corresponding to the desired eigenvector and a vector b_0, either a randomly selected vector or an approximation to the eigenvector. The method is described by the iteration : b_ = \frac, where C_k are some constants usually chosen as C_k= \, (A - \mu I)^b_k \, . Since eigenvectors are defined up to multipl ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
LOBPCG
Locally Optimal Block Preconditioned Conjugate Gradient (LOBPCG) is a matrix-free method for finding the largest (or smallest) eigenvalues and the corresponding eigenvectors of a symmetric generalized eigenvalue problem :A x= \lambda B x, for a given pair (A, B) of complex Hermitian or real symmetric matrices, where the matrix B is also assumed positive-definite. Background Kantorovich in 1948 proposed calculating the smallest eigenvalue \lambda_1 of a symmetric matrix A by steepest descent using a direction r = Ax-\lambda (x) x of a scaled gradient of a Rayleigh quotient \lambda(x) = (x, Ax)/(x, x) in a scalar product (x, y) = x'y, with the step size computed by minimizing the Rayleigh quotient in the linear span of the vectors x and w, i.e. in a locally optimal manner. Samokish proposed applying a preconditioner T to the residual vector r to generate the preconditioned direction w = T r and derived asymptotic, as x approaches the eigenvector, convergence rate bounds. D'yakonov ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Lanczos Iteration
The Lanczos algorithm is an iterative method devised by Cornelius Lanczos that is an adaptation of power methods to find the m "most useful" (tending towards extreme highest/lowest) eigenvalues and eigenvectors of an n \times n Hermitian matrix, where m is often but not necessarily much smaller than n . Although computationally efficient in principle, the method as initially formulated was not useful, due to its numerical instability. In 1970, Ojalvo and Newman showed how to make the method numerically stable and applied it to the solution of very large engineering structures subjected to dynamic loading. This was achieved using a method for purifying the Lanczos vectors (i.e. by repeatedly reorthogonalizing each newly generated vector with all previously generated ones) to any degree of accuracy, which when not performed, produced a series of vectors that were highly contaminated by those associated with the lowest natural frequencies. In their original work, these author ... [...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] |
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] |
Matrix-free Methods
In computational mathematics, a matrix-free method is an algorithm for solving a linear system of equations or an eigenvalue problem that does not store the coefficient matrix explicitly, but accesses the matrix by evaluating matrix-vector products. Such methods can be preferable when the matrix is so big that storing and manipulating it would cost a lot of memory and computing time, even with the use of methods for sparse matrices. Many iterative methods allow for a matrix-free implementation, including: * the power method, * the Lanczos algorithm, * Locally Optimal Block Preconditioned Conjugate Gradient Method (LOBPCG), * Wiedemann's coordinate recurrence algorithm, and * the conjugate gradient method. Distributed solutions have also been explored using coarse-grain parallel software systems to achieve homogeneous solutions of linear systems. It is generally used in solving non-linear equations like Euler's equations in Computational Fluid Dynamics Computational fluid dyna ... [...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] |
