Lanczos and Conjugate Gradient Algorithms

Name: Lanczos and Conjugate Gradient Algorithms
Brand: Society for Industrial & Applied Mathematics,U.S.
SKU: 9780898716160
Price: 51605 HUF
Availability: InStock

From Theory to Finite Precision Computations

Szerző: Gérard Meurant

Nyelv:

Kötés: Puha kötésű

Kiadó: Society for Industrial & Applied Mathematics,U.S.

Elérhetőség: 50 % esély

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This book presents the most comprehensive discussion to date of the use of the Lanczos and CG method...

Információk a könyvről

Szerző

Gérard Meurant

Nyelv

Angol

Kötés

Könyv - Puha kötésű

Kiadva

2006

oldal

380

EAN

9780898716160

ISBN

0898716160

Enbook ID

02050191

Kiadó

Society for Industrial & Applied Mathematics,U.S.

Súly

649

Méretek

152 x 229 x 19

Teljes leírás

This book presents the most comprehensive discussion to date of the use of the Lanczos and CG methods for computing eigenvalues and solving linear systems in both exact and floating point arithmetic. The author synthesizes the research done over the past 30 years, describing and explaining the 'average' behavior of these methods and providing new insight into their properties in finite precision. Many examples are given that show significant results obtained by researchers in the field. The author details the mathematical properties of both algorithms and emphasizes how they can be used efficiently in finite precision arithmetic, regardless of the growth of rounding errors that occurs. Loss of orthogonality involved with using the Lanczos algorithm, ways to improve the maximum attainable accuracy of CG computations, and what modifications need to be made when the CG method is used with a preconditioner are addressed.

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